Geometric Asian options: valuation and calibration with stochastic volatility
Wong, Hoi Ying, Cheung, Ying LokVolume:
4
Language:
english
Pages:
14
Journal:
Quantitative Finance
DOI:
10.1088/1469-7688/4/3/006
Date:
June, 2004
File:
PDF, 239 KB
english, 2004