Pricing of the geometric Asian options under a multifactor stochastic volatility model (Q2074887)
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| English | Pricing of the geometric Asian options under a multifactor stochastic volatility model |
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Pricing of the geometric Asian options under a multifactor stochastic volatility model (English)
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11 February 2022
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geometric Asian options
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modified Black-Scholes price
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multifactor stochastic volatility
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option pricing
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slow volatility factor
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0.8559049963951111
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0.8184338808059692
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0.8099813461303711
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0.7979728579521179
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