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https://www.arxiv.org/abs/2504.16349
[2504.16349] Unbiased simulation of Asian options
Abstract page for arXiv paper 2504.16349: Unbiased simulation of Asian options
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https://www.mathworks.com/help/fininst/asianbytw.html
asianbytw - Price European arithmetic fixed Asian options using Turnbull-Wakeman model - MATLAB
This MATLAB function prices European arithmetic fixed Asian options using the Turnbull-Wakeman model.
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