Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Geometric Asian option pricing in general affine stochastic volatility models with jumps |
scientific article; zbMATH DE number 6981231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric Asian option pricing in general affine stochastic volatility models with jumps |
scientific article; zbMATH DE number 6981231 |
Statements
Geometric Asian option pricing in general affine stochastic volatility models with jumps (English)
0 references
19 November 2018
0 references
Geometric Asian options
0 references
average strike options
0 references
average price options
0 references
stochastic volatility
0 references
affine processes
0 references
0 references
0 references
0 references
0 references
0 references
