Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space
2018 ◽
Vol 9
(1)
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pp. 1-27
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2001 ◽
Vol 4
(4)
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pp. 105-113
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2004 ◽
Vol 8
(2)
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pp. 55-63
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Keyword(s):
1997 ◽
Vol 1
(2)
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pp. 39-78
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Keyword(s):
Keyword(s):