Geometric Asian options: valuation and calibration with stochastic volatility (Q4610238)
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scientific article; zbMATH DE number 7002132
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric Asian options: valuation and calibration with stochastic volatility |
scientific article; zbMATH DE number 7002132 |
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Geometric Asian options: valuation and calibration with stochastic volatility (English)
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15 January 2019
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geometric Asian options
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stochastic volatility
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regression
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geometric Brownian motion
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