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Comparison of Valuation methods for Asians
Anyone know of references for comparison of different approximating methods for arithmetic Asian options under the classical Black Scholes assumptions. (I have read Krekel's article) Thank you.
Comparison of Valuation methods for Asians
Hi Outrun Sitmo is your company?
Last edited by muniangel on June 9th, 2007, 10:00 pm, edited 1 time in total.