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Accurate Approximations for European Asian Options
P. Chalasani, S. Jha, and A. Varikooty
Journal
of Computational Finance, Vol. 1, No. 4, April, 1999, pp. 11 - 29.
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P. Chalasani, S. Jha, and A. Varikooty, "Accurate Approximations for European Asian Options," Journal of Computational Finance, Vol. 1, No. 4, April, 1999, pp. 11 - 29.
@article{Chalasani_1999_2779,
author = "Prasad Chalasani and Somesh Jha and Ashok Varikooty",
title = "Accurate Approximations for European Asian Options",
journal = "Journal
of Computational Finance",
month = "April",
year = "1999",
volume = "1",
number = "4",
pages = "11 - 29"
}