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Early exercise boundary for American type of floating strike Asian option and its numerical approximation
option pricing American-style of Asian options early exercise bound-ary limiting behavior close to expiry
2010/11/3
In this paper we generalize and analyze the model for pricing American-style Asian options due to (Hansen and Jørgensen 2000) by including a continuous divi-dend rate q and a general method of ...
One remarkable feature of China’s economic development in the last twenty years is its rapid rural industrialization centered at the development of numerous small-scale rural enterprises (REs) establi...