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Journal: Mathematics, 2020
Volume: 8
Number: 2251

Article: Pricing of Arithmetic Asian Options under Stochastic Volatility Dynamics: Overcoming the Risks of High-Frequency Trading
Authors: by Chih-Chen Hsu, Chung-Gee Lin and Tsung-Jung Kuo
Link: https://www.mdpi.com/2227-7390/8/12/2251

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