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- Ewald, Christian-Oliver & Menkens, Olaf & Hung Marten Ting, Sai, 2013. "Asian and Australian options: A common perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 37(5), pages 1001-1018.
More about this item
KeywordsASIAN OPTIONS; ARITHMETIC AVERAGE; GEOMETRIC AVERAGE; EDGEWORTH EXPANSION; LOGNORMAL DISTRIBUTION; GAMMA DISTRIBUTION;
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