"Asymptotic Approximations for Asian, European, and American Options with ..."

Sam D. Howison (2012)

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DOI: 10.1137/090771636

access: closed

type: Journal Article

metadata version: 2017-05-17

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Sam D. Howison:
Asymptotic Approximations for Asian, European, and American Options with Discrete Averaging or Discrete Dividend/Coupon Payments. SIAM J. Financial Math. 3(1): 215-241 (2012)

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