"Short-Time Behavior in Arithmetic Asian Option Price Under a Stochastic ..."

Hossein Jafari, Ghazaleh Rahimi (2023)

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DOI: 10.1142/S1793005723500412

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type: Journal Article

metadata version: 2024-04-27

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Hossein Jafari, Ghazaleh Rahimi:
Short-Time Behavior in Arithmetic Asian Option Price Under a Stochastic Volatility Model with Jumps. New Math. Nat. Comput. 19(3): 891-909 (2023)

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