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General Lower Bounds for Arithmetic Asian Option Prices:
Albrecher, H.
;
Mayer, P. A.
;
Schoutens, W.
Applied Mathematical Finance. 15 (2008) 2 - p. 123-149 , 2008
Link:
https://doi.org/10.1080/13527260701356633
RT Journal T1
General Lower Bounds for Arithmetic Asian Option Prices
UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_13527260701356633&Exemplar=1&LAN=DE A1 Albrecher, H. A1 Mayer, P. A. A1 Schoutens, W. PB Informa UK Limited YR 2008 SN 1350-486X SN 1466-4313 JF Applied Mathematical Finance VO 15 IS 2 SP 123 OP 149 LK http://dx.doi.org/https://doi.org/10.1080/13527260701356633 DO https://doi.org/10.1080/13527260701356633 SF ELIB - SuUB Bremen
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