Geometric Asian options: valuation and calibration with stochastic volatility (Q4610238): Difference between revisions

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+https://doi.org/10.1088/1469-7688/4/3/006
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+W2005514249
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+One-state variable binomial models for European-/American-style geometric Asian options
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+Pricing Asian options with stochastic volatility
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+Q4509488
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+Singular Perturbations in Option Pricing
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+CURRENCY-TRANSLATED FOREIGN EQUITY OPTIONS WITH PATH DEPENDENT FEATURES AND THEIR MULTI-ASSET EXTENSIONS
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+Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
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+Q4224351
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