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  2. EXPONENTIAL BROWNIAN MOTION AND DIVIDED DIFFERENCES B. J. C. ...

    www.damtp.cam.ac.uk/user/na/NA_papers/NA2004_06.pdf
    14 Jul 2004: This. provides a simple approximation for the value of certain Asian options regard-. ... Appl. Prob. 24 (1992),. 509–531. School of Economics, Mathematics and Statistics, Birkbeck College, University of.

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