A P.D.E. approach to Asian options: analytical and numerical evidence
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- Alziary, B. & Decamps, J-P. & Koehl, P-F., 1996. "A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence," Papers 96.430, Toulouse - GREMAQ.
References listed on IDEAS
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More about this item
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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