Pricing Asian and basket options via Taylor expansion
Year of publication: |
2002
|
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Authors: | Ju, Nengjiu |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 5.2002, 3, p. 79-103
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Mathematik | Mathematics | Theorie | Theory |
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