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"Arithmetic average options in the hyperbolic model."

Gerhard Larcher, Martin Predota, Robert F. Tichy (2003)

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DOI: 10.1515/156939603322728996

access: closed

type: Journal Article

metadata version: 2020-07-03

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Gerhard Larcher, Martin Predota, Robert F. Tichy:
Arithmetic average options in the hyperbolic model. Monte Carlo Methods Appl. 9(3): 227-239 (2003)

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