Pricing discretely monitored Asian options under Lévy processes
Year of publication: |
2008
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Authors: | Fusai, Gianluca ; Meucci, Attilio |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 10, p. 2076-2089
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