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Approximations for Asian options in local volatility models.

Paolo FoschiStefano PagliaraniAndrea Pascucci
Published in: J. Comput. Appl. Math. (2013)
Keyphrases
  • probabilistic model
  • statistical models
  • data mining
  • artificial intelligence
  • case study
  • multiscale
  • experimental data
  • closed form
  • neural network model