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On the equivalence of floating- and fixed-strike Asian options

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
<mark>Journal publication date</mark>2002
<mark>Journal</mark>Journal of Applied Probability
Issue number2
Volume39
Number of pages4
Pages (from-to)391-394
Publication StatusPublished
<mark>Original language</mark>English