An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic expansion method for geometric Asian options pricing under the double Heston model |
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An asymptotic expansion method for geometric Asian options pricing under the double Heston model (English)
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1 December 2020
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geometric Asian option
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option pricing
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asymptotic expansion
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perturbation technique
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stochastic volatility
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