Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113): Difference between revisions
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Revision as of 19:15, 19 April 2024
scientific article; zbMATH DE number 6981231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric Asian option pricing in general affine stochastic volatility models with jumps |
scientific article; zbMATH DE number 6981231 |
Statements
Geometric Asian option pricing in general affine stochastic volatility models with jumps (English)
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19 November 2018
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Geometric Asian options
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average strike options
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average price options
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stochastic volatility
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affine processes
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