The value of an Asian option
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Publication:4866783
DOI10.2307/3215221zbMath0839.90013OpenAlexW2059469232WikidataQ55891472 ScholiaQ55891472MaRDI QIDQ4866783
Publication date: 26 February 1996
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215221
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II. 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