"Geometric Asian Options Pricing under the Double Heston Stochastic ..."

Yanhong Zhong, Guohe Deng (2019)

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DOI: 10.1155/2019/4316272

access: open

type: Journal Article

metadata version: 2020-09-24

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Yanhong Zhong, Guohe Deng:
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate. Complex. 2019: 4316272:1-4316272:13 (2019)

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