Arithmetic average Asian options with stochastic elasticity of variance (Q2817577)
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scientific article; zbMATH DE number 6621509
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Arithmetic average Asian options with stochastic elasticity of variance |
scientific article; zbMATH DE number 6621509 |
Statements
1 September 2016
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Asian options
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stochastic volatility
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constant elasticity of variance
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stochastic elasticity of variance
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Arithmetic average Asian options with stochastic elasticity of variance (English)
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0.8695170879364014
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0.8236750364303589
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0.8126146197319031
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0.8098516464233398
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0.7920158505439758
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