Robust Approximations for Pricing Asian Options and...

Applied Mathematical Finance 2010 / 06 Vol. 17; Iss. 3

Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility

Forde, Martin, Jacquier, Antoine
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Volume:
17
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860903335348
Date:
June, 2010
File:
PDF, 228 KB
english, 2010
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