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Kenichiro Ohta
Publication Activity (10 Years)
Years Active: 2002-2005
Publications (10 Years): 0
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Publications
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Kenichiro Ohta
,
Kunihiko Sadakane
,
Akiyoshi Shioura
,
Takeshi Tokuyama
A Fast, Accurate, and Simple Method for Pricing European-Asian and Saving-Asian Options.
Algorithmica
42 (2) (2005)
Kenichiro Ohta
,
Kunihiko Sadakane
,
Akiyoshi Shioura
,
Takeshi Tokuyama
A Fast, Accurate and Simple Method for Pricing European-Asian and Saving-Asian Options.
ESA
(2002)