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Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1070202
Description: The problem of pricing arithmetic Asian options is nontrivial, and has attracted much interest over the last two decades. This paper provides a method for calculating bounds on option prices and appro ... More
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/1140920
Description: 14 page(s)
Reviewed: Reviewed
Date: 2008
Language: eng
Resource Type: Thesis PhD
Identifier: http://hdl.handle.net/1959.14/28623
Description: Thesis (PhD)--Macquarie University, Division of Economic and Financial Studies, Dept. of Statistics, 2008.
Full Text: Full Text
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