Pricing Asian options in a stochastic volatility model with jumps (Q529935): Difference between revisions
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Revision as of 00:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Asian options in a stochastic volatility model with jumps |
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Pricing Asian options in a stochastic volatility model with jumps (English)
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9 June 2017
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arithmetic Asian option
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stochastic volatility
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Lévy processes
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Barndorff-Nielsen and Shephard model
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partial integro-differential equation
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