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A general framework for pricing Asian options under stochastic volatility on parallel architectures
Corsaro, Stefania, Kyriakou, Ioannis, Marazzina, Daniele, Marino, ZeldaLanguage:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2018.07.017
Date:
July, 2018
File:
PDF, 1.63 MB
english, 2018