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Items where Author is "Henderson, V"

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Henderson, V, Hobson, D, Shaw, W and Wojakowski, RM (2007) Bounds for In-progress Floating-strike Asian Options Using Symmetry Annals of Operations Research, 151 (1). pp. 81-98.

Henderson, V and Wojakowski, R (2002) On the equivalence of floating-and fixed-strike Asian options Journal of Applied Probability, 39 (2). pp. 391-394.

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