Pricing Asian options in a stochastic volatility model with jumps (Q529935)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Asian options in a stochastic volatility model with jumps |
scientific article |
Statements
Pricing Asian options in a stochastic volatility model with jumps (English)
0 references
9 June 2017
0 references
arithmetic Asian option
0 references
stochastic volatility
0 references
Lévy processes
0 references
Barndorff-Nielsen and Shephard model
0 references
partial integro-differential equation
0 references
0 references
0 references
0 references
0 references
0 references
