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"Analytical approximation method of option pricing under geometric ..."

R. H. Liu (2009)

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DOI: 10.1080/00207160902818783

access: closed

type: Journal Article

metadata version: 2017-05-28

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  - journals/ijcm/Liu09a
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R. H. Liu:
Analytical approximation method of option pricing under geometric mean-reverting process. Int. J. Comput. Math. 86(6): 1082-1092 (2009)

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