Journal of Mathematical Finance
Vol.6 No.5(2016), Paper ID 72116, 32 pages
DOI:10.4236/jmf.2016.65056
Pricing Asian Options: A Comparison of Numerical and Simulation Approaches Twenty Years Later
Akos Horvath, Peter Medvegyev
Department of Finance, University of Vienna, Vienna, Austria Department of Mathematics, Corvinus University of Budapest, Budapest, Hungary
Copyright © 2016 Akos Horvath, Peter Medvegyev et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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