Pricing of geometric Asian options under Heston's...

Pricing of geometric Asian options under Heston's stochastic volatility model

Kim, Bara, Wee, In-Suk
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Volume:
14
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2011.596844
Date:
October, 2014
File:
PDF, 288 KB
english, 2014
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