"Free boundary and optimal stopping problems for American Asian options."

Andrea Pascucci (2008)

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DOI: 10.1007/S00780-007-0051-7

access: closed

type: Journal Article

metadata version: 2020-07-22

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Andrea Pascucci:
Free boundary and optimal stopping problems for American Asian options. Finance Stochastics 12(1): 21-41 (2008)

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