"An Efficient Transform Method for Asian Option Pricing."

Justin Lars Kirkby (2016)

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DOI: 10.1137/16M1057127

access: closed

type: Journal Article

metadata version: 2023-09-28

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Justin Lars Kirkby:
An Efficient Transform Method for Asian Option Pricing. SIAM J. Financial Math. 7(1): 845-892 (2016)

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