Pricing Asian options in a stochastic volatility model with jumps (Q529935): Difference between revisions

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-.1016/j.amc.2013.12.004
@@ Property / DOI: 10.1016/j.amc.2013.12.004 / rank @@
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+Qiu-Hong Shi
@@ Property / author: Qiu-Hong Shi / rank @@
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@@ Property / author @@
+Xiao-Ping Yang
@@ Property / author: Xiao-Ping Yang / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2013.12.004
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+W2004829202
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@@ Property / cites work @@
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+Pricing Asian options with stochastic volatility
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+Pricing Asian options in a semimartingale model
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@@ Property / DOI @@
+.1016/J.AMC.2013.12.004
@@ Property / DOI: 10.1016/J.AMC.2013.12.004 / rank @@
+Normal rank