"A general framework for pricing Asian options under stochastic volatility ..."

Stefania Corsaro et al. (2019)

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DOI: 10.1016/J.EJOR.2018.07.017

access: closed

type: Journal Article

metadata version: 2020-02-21

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Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina, Zelda Marino:
A general framework for pricing Asian options under stochastic volatility on parallel architectures. Eur. J. Oper. Res. 272(3): 1082-1095 (2019)

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