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An analytic formula for the price of an American-style Asian option of floating strike type

Gounden, S and O’Hara, JG (2010) An analytic formula for the price of an American-style Asian option of floating strike type. Applied Mathematics and Computation, 217 (7). pp. 2923-2936. DOI https://doi.org/10.1016/j.amc.2010.08.025



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