Pricing of geometric Asian options under Heston's stochastic volatility model (Q5247235)
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scientific article; zbMATH DE number 6429495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of geometric Asian options under Heston's stochastic volatility model |
scientific article; zbMATH DE number 6429495 |
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Pricing of geometric Asian options under Heston's stochastic volatility model (English)
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23 April 2015
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stochastic volatility
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Asian options
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options pricing
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quantitative finance techniques
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methodology of pricing derivatives
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