Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics

Author： Zhao Pan Zhou Benda Wang Jixia

Publisher： MDPI

E-ISSN： 1099-4300|20|1|71-71

ISSN： 1099-4300

Source： Entropy, Vol.20, Iss.1, 2018-01, pp. : 71-71

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