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Title: Short maturity conditional Asian options in local volatility models
Award ID(s):
1854638
PAR ID:
10175163
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
Mathematics and Financial Economics
Volume:
14
Issue:
2
ISSN:
1862-9679
Page Range / eLocation ID:
307 to 328
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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