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"Fast Pricing of European Asian Options with Provable Accuracy: ..."
Karhan Akcoglu, Ming-Yang Kao, Shuba V. Raghavan (2001)
- Karhan Akcoglu, Ming-Yang Kao, Shuba V. Raghavan:
Fast Pricing of European Asian Options with Provable Accuracy: Single-Stock and Basket Options. ESA 2001: 404-415
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