Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility

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Publication:2786206

DOI10.1080/13504860903335348zbMath1233.91272OpenAlexW2014349623MaRDI QIDQ2786206

Antoine Jacquier, Martin Forde

Publication date: 21 September 2010

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://kclpure.kcl.ac.uk/portal/en/publications/robust-approximations-for-pricing-asian-options-and-volatility-swaps-under-stochastic-volatility(b2fd1085-62ec-4532-94e8-5fe6e4511d22).html




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