"Asian Options Under One-Sided Lévy Models."

Pierre Patie (2013)

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DOI: 10.1017/S0021900200013413

access: closed

type: Journal Article

metadata version: 2020-04-16

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Pierre Patie:
Asian Options Under One-Sided Lévy Models. J. Appl. Probab. 50(2): 359-373 (2013)

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