Analytical valuation for geometric Asian options in illiquid markets

Published 2018 View Full Article

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Title
Analytical valuation for geometric Asian options in illiquid markets
Authors
Keywords
-
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 507, Issue -, Pages 175-191
Publisher
Elsevier BV
Online
2018-05-22
DOI
10.1016/j.physa.2018.05.069

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