Bounds for in-progress floating-strike Asian options using symmetry.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/anor/HendersonHSW07
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2007
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Bounds for in-progress floating-strike Asian options using symmetry.
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Asian options; Floating strike Asian options; Put call symmetry; Bounds; Change of numéraire
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Bounds for in-progress floating-strike Asian options using symmetry.
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151
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