SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL
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Publication:5056615
DOI10.1017/S0269964818000165WikidataQ129723511 ScholiaQ129723511MaRDI QIDQ5056615
Publication date: 8 December 2022
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.03382
Related Items
Short maturity conditional Asian options in local volatility models ⋮ SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL ⋮ Short Maturity Forward Start Asian Options in Local Volatility Models
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