"Pricing Asian options via compound gamma and orthogonal polynomials."

Hrayer Aprahamian, Bacel Maddah (2015)

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DOI: 10.1016/J.AMC.2015.04.041

access: closed

type: Journal Article

metadata version: 2020-02-21

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Hrayer Aprahamian, Bacel Maddah:
Pricing Asian options via compound gamma and orthogonal polynomials. Appl. Math. Comput. 264: 21-43 (2015)

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