Aurelien Cassagnes

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Path integral pricing of outside barrier Asian options
Physica A
2018-09-20Paper
Path integral pricing of wasabi option in the Black-Scholes model
Physica A
2018-09-20Paper


Research outcomes over time


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