Path integral pricing of Asian options on state-dependent...

Quantitative Finance 2008 / 03 Vol. 8; Iss. 2

Path integral pricing of Asian options on state-dependent volatility models

Campolieti, Giuseppe, Makarov, Roman
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Volume:
8
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680701282186
Date:
March, 2008
File:
PDF, 392 KB
english, 2008
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