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"Numerical Computation of an Integral Representation for Arithmetic-Average ..."

Knut Petras (2004)

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DOI: 10.1007/S00607-004-0066-2

access: closed

type: Journal Article

metadata version: 2020-08-06

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Knut Petras:
Numerical Computation of an Integral Representation for Arithmetic-Average Asian Options. Computing 73(1): 25-39 (2004)

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