"On pricing of discrete Asian and Lookback options under the Heston model."

Leonardo Perotti, Lech A. Grzelak (2024)

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DOI: 10.1080/00207160.2024.2363467

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type: Journal Article

metadata version: 2025-04-29

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Leonardo Perotti, Lech A. Grzelak:
On pricing of discrete Asian and Lookback options under the Heston model. Int. J. Comput. Math. 101(8): 889-918 (2024)

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