Efficiently pricing European-Asian options-ultimate implementation and analysis of the AMO algorithm (Q845869)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiently pricing European-Asian options-ultimate implementation and analysis of the AMO algorithm |
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Efficiently pricing European-Asian options-ultimate implementation and analysis of the AMO algorithm (English)
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29 January 2010
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analysis of algorithms
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approximation algorithms
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European-Asian option
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option pricing
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randomized algorithms
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