An exact subexponential-time lattice algorithm for Asian options (Q878377)
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scientific article; zbMATH DE number 5146536
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An exact subexponential-time lattice algorithm for Asian options |
scientific article; zbMATH DE number 5146536 |
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An exact subexponential-time lattice algorithm for Asian options (English)
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26 April 2007
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0.90976316
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0.8855941
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0.88548523
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