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Author: Bhargava Vivek Brooks Robert Malhotra D.K.
Publisher: Routledge Ltd
ISSN: 1466-4364
Source: The European Journal of Finance, Vol.7, Iss.3, 2001-09, pp. : 231-246
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Geometric Asian options: valuation and calibration with stochastic volatility
Quantitative Finance, Vol. 4, Iss. 3, 2004-06 ,pp. :