Path integral pricing of Asian options on state-dependent volatility models

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Publication:3498562

DOI10.1080/14697680701282186zbMath1135.91014OpenAlexW2012772268MaRDI QIDQ3498562

R. N. Makarov, Giuseppe Campolieti

Publication date: 15 May 2008

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680701282186




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