Unbiased simulation of Asian options

Fuente: arXiv

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Bibliographische Detailangaben
Hauptverfasser:	Bouchard, Bruno, Tan, Xiaolu
Format:	Preprint
Veröffentlicht:	2025
Schlagworte:	Probability Computational Finance 65C05, 60J60, 60J85, 35K10
Online-Zugang:	Acceder al recurso
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

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