[ACM Press the 2006 international sympos
β
Boyle, Phelim; Potapchik, Alex
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Article
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2006
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ACM Press
β 200 KB
Asian options are notoriously hard to price. Even though they have been the focus of much attention in recent years, there is no single technique which would widely be accepted to price Asian options for all choices of market parameters. In practice, estimation of price sensitivities is often as imp