Some asymptotics for short maturity Asian options

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Bibliographic Details
Published in:	Stochastic models pp. 1 - 27
Main Authors:	Shoshi, Humayra, SenGupta, Indranil
Format:	Journal Article
Language:	English
Published:	05-09-2024
Online Access:	Get full text
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Description
ISSN:	1532-6349 1532-4214
DOI:	10.1080/15326349.2024.2394818