"Spectral Expansions for Asian (Average Price) Options."

Vadim Linetsky (2004)

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DOI: 10.1287/OPRE.1040.0113

access: closed

type: Journal Article

metadata version: 2020-03-31

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Vadim Linetsky:
Spectral Expansions for Asian (Average Price) Options. Oper. Res. 52(6): 856-867 (2004)

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