Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility (Q2786206)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility |
scientific article |
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Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility (English)
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21 September 2010
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Asian options
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Heston
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stochastic volatility
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calibration
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volatility swaps
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