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ORCID"Efficient pricing of discrete arithmetic Asian options under mean ..."
Chun-Sung Huang, John G. O'Hara, Sure Mataramvura (2017)
- Chun-Sung Huang
, John G. O'Hara, Sure Mataramvura:
Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions. J. Comput. Appl. Math. 311: 230-238 (2017)
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