Exotic geometric average options pricing under stochastic volatility
Year of publication: |
2013
|
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Authors: | Tahani, Nabil |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 20.2013, 3/4, p. 229-245
|
Subject: | geometric average | stochastic volatility | option pricing | Gauss-Laguerre quadrature rule | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
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