Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113)
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scientific article; zbMATH DE number 6981231
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| English | Geometric Asian option pricing in general affine stochastic volatility models with jumps |
scientific article; zbMATH DE number 6981231 |
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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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0.8921769857406616
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0.8517300486564636
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0.8413958549499512
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