"A General Framework for Pricing Asian Options Under Markov Processes."

Ning Cai, Yingda Song, Steven Kou (2015)

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DOI: 10.1287/OPRE.2015.1385

access: closed

type: Journal Article

metadata version: 2024-08-04

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Ning Cai, Yingda Song, Steven Kou:
A General Framework for Pricing Asian Options Under Markov Processes. Oper. Res. 63(3): 540-554 (2015)

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