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AsianOption
price_kemna_vorst_geometric
price_kemna_vorst_geometric function
Kemna-Vorst Geometric Average Asian Option
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AsianOption package
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Maintainer: Priyanshu Tiwari
License: GPL (>= 3)
Last published: 2025-12-22
Useful links
https://github.com/plato-12/AsianOption/issues
https://github.com/plato-12/AsianOption