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The Advantage of Harmonic Asian Options and an Approximation Approach.

Xu ChenJianping Wan
Published in: ICIC (2) (2006)
Keyphrases
  • closed form
  • approximation error
  • approximation algorithms
  • hong kong
  • error bounds
  • neural network
  • databases
  • artificial neural networks
  • hidden markov models
  • upper bound
  • approximation methods
  • approximation schemes