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Haug, Haug, Margrabe Model

Price and sensitivity for European discrete arithmetic fixed Asian options using Huag, Haug, Magrabe model

Price and analyze Asian option instruments using a Haug, Haug, Margrabe model.

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asianbyhhmPrice European discrete arithmetic fixed Asian options using Haug, Haug, Margrabe model
asiansensbyhhmCalculate price and sensitivities of European discrete arithmetic fixed Asian options using Haug, Haug, Margrabe model

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