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Bessel Processes, the Integral of Geometric Brownian Motion, and Asian Options

✍ Scribed by Carr, P.; Schröder, M.

Book ID: 118219700
Publisher: Society for Industrial and Applied Mathematics
Year: 2004
Tongue: English
Weight: 279 KB
Volume: 48
Category: Article
ISSN: 0040-585X
DOI: 10.1137/s0040585x97980543

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