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Bounds for the price of a European-style Asian option in a binary tree model

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References

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2000Upper and lower bounds or sum of random variables190 cited
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2000An easy computable upper bound for the price of an arithmetic Asian option81 cited
2005Static Hedging of Asian Options under Lévy Models73 cited
1998Accurate approximations for European-style Asian options24 cited

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2019General lattice methods for arithmetic Asian options20 cited

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