An easy computable upper bound for the price of an arithmetic Asian option

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Publication:1584514

DOI10.1016/S0167-6687(99)00051-7zbMath0964.91021OpenAlexW2044115279MaRDI QIDQ1584514

R. Smith

Publication date: 16 July 2001

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00051-7




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