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- W4236697951 abstract "As of September 5, 2008, set the time to expiration and the strike price to price a European-style arithmetic Asian option on IBM stock. In general, there are no closed-form solutions for the value function of an Asian option (unlike European puts and calls under the Black–Scholes framework), so an efficient Monte Carlo pricing technique must be used instead. We compare and contrast two diff" @default.
- W4236697951 created "2022-05-12" @default.
- W4236697951 date "2008-09-16" @default.
- W4236697951 modified "2023-10-18" @default.
- W4236697951 title "Pricing a European-Style Arithmetic Asian Option: Comparing Bootstrapping and Simulation Approaches" @default.
- W4236697951 doi "https://doi.org/10.3840/08004189" @default.
- W4236697951 hasPublicationYear "2008" @default.
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