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isPartOf:"The journal of computational finance"
~person:"Fu, Michael"
~subject:"American options"
~subject:"Black-Scholes-Modell"
~subject:"Markov-Kette"
~subject:"Mathematical finance"
~subject:"Optionspreistheorie"
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Fu, Michael
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The journal of computational finance
Management science : journal of the Institute for Operations Research and the Management Sciences
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Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
Fu, Michael
;
Madan, Dilip B.
;
Wang, Tong
- In:
The journal of computational finance
2
(
1998/1999
)
2
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001633397
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