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Journal: Axioms, 2018
Volume: 7
Number: 40
Article:
Efficient BEM-Based Algorithm for Pricing Floating Strike Asian Barrier Options (with MATLAB® Code)
Authors:
by
Alessandra Aimi, Lorenzo Diazzi and Chiara Guardasoni
Link:
https://www.mdpi.com/2075-1680/7/2/40
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