SciEnggJ. 2021 14 (2) 190-199
available online: July 18, 2021
*Corresponding author
Email Address: abkabiri1@up.edu.ph
Date received: November 19, 2020
Date revised: June 18, 2021
Date accepted: July 7, 2021
Multilevel Monte Carlo method for pricing Asian options under the square root process
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