Efficient and accurate quadratic approximation methods for pricing Asian strike options
Year of publication: |
2011
|
---|---|
Authors: | Chang, Chuang-Chang ; Tsao, Chueh-Yung |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 11.2011, 5, p. 729-748
|
Publisher: |
Taylor & Francis Journals |
Subject: | Asian options | Derivatives pricing | Value at Risk | Genetic algorithms | Wavelets in finance |
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