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Pricing Asian options with stochastic volatility - MaRDI portal

Pricing Asian options with stochastic volatility (Q4647281)

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scientific article; zbMATH DE number 7001615
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English
Pricing Asian options with stochastic volatility
scientific article; zbMATH DE number 7001615

    Statements

    title
    Pricing Asian options with stochastic volatility (English)
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    author
    Jean-Pierre Fouque
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    Chuan-Hsiang Han
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    publication date
    14 January 2019
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    zbMATH Keywords
    Asian options pricing
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    stochastic volatility
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    Identifiers

    zbMATH DE Number
    7001615
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    OpenAlex ID
    W2150066941
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