Asian and Australian options: A common perspective
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- repec:wsi:rpbfmp:v:20:y:2017:i:01:n:s0219091517500059 is not listed on IDEAS
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- Chung, Shing Fung & Wong, Hoi Ying, 2014. "Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 130-140.
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More about this item
KeywordsAsset pricing; Derivatives; Asian options; Quanto options; Dollar cost averaging (DCA); Numerical methods;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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