Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets
| Year of publication: |
2008
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|---|---|
| Authors: | Fusai, Gianluca ; Marena, Marina ; Roncoroni, Andrea |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 10, p. 2033-2045
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