"Efficiently Pricing European-Asian Options - Ultimate Implementation and ..."

Akiyoshi Shioura, Takeshi Tokuyama (2005)

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DOI: 10.1007/11496199_32

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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Akiyoshi Shioura, Takeshi Tokuyama:
Efficiently Pricing European-Asian Options - Ultimate Implementation and Analysis of the AMO Algorithm. AAIM 2005: 291-300

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