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"Bounds for the price of a European-style Asian option in a binary tree model."
Huguette Reynaerts et al. (2006)
- Huguette Reynaerts, Michèle Vanmaele, Jan Dhaene, Griselda Deelstra:
Bounds for the price of a European-style Asian option in a binary tree model. Eur. J. Oper. Res. 168(2): 322-332 (2006)
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