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"On the explicit evaluation of the Geometric Asian options in stochastic ..."

Friedrich Hubalek, Carlo Sgarra (2011)

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DOI: 10.1016/J.CAM.2011.01.049

access: open

type: Journal Article

metadata version: 2021-02-16

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Friedrich Hubalek, Carlo Sgarra:
On the explicit evaluation of the Geometric Asian options in stochastic volatility models with jumps. J. Comput. Appl. Math. 235(11): 3355-3365 (2011)

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