An affine property of the reciprocal Asian option process
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Publication:5939263
zbMath0987.60026MaRDI QIDQ5939263
Publication date: 10 June 2002
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
60G15: Gaussian processes
62E15: Exact distribution theory in statistics
60E10: Characteristic functions; other transforms
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