Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
Zhong, Yanhong, Deng, GuoheVolume:
2019
Language:
english
Journal:
Complexity
DOI:
10.1155/2019/4316272
Date:
January, 2019
File:
PDF, 1.99 MB
english, 2019