Accelerated Simulation for Pricing Asian Options

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Title: Accelerated Simulation for Pricing Asian Options
Author: Vazquez-Abad, Felisa J.; Dufresne, Daniel
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Date: 1998
Series/Report No.: Winter Simulation Conference Proceedings
URI: http://www.lib.ncsu.edu/resolver/1840.4/7096


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