"Application of high-precision computing for pricing arithmetic asian options."

Phelim Boyle, Alex Potapchik (2006)

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DOI: 10.1145/1145768.1145782

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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Phelim Boyle, Alex Potapchik:
Application of high-precision computing for pricing arithmetic asian options. ISSAC 2006: 39-46

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