"Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in ..."

Pan Zhao, Benda Zhou, Jixia Wang (2018)

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DOI: 10.3390/E20010071

access: open

type: Journal Article

metadata version: 2020-12-25

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Pan Zhao, Benda Zhou, Jixia Wang:
Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics. Entropy 20(1): 71 (2018)

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