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  A New Control Variate Estimator for an Asian Option
 
 
Title: A New Control Variate Estimator for an Asian Option
Author: Kamizono, Kenji
Kariya, Takeaki
Liu, Regina Y.
Nakatsuma, Teruo
Appeared in: Asia-Pacific financial markets
Paging: Volume 11 (2006) nr. 2 pages 143-160
Year: 2006
Contents:
Publisher: Kluwer Academic Publishers-Plenum Publishers, New York
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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 Koninklijke Bibliotheek - National Library of the Netherlands