On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps |
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On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (English)
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11 May 2011
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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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Lévy processes
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