Path integral pricing of Asian options on state-dependent volatility models
Year of publication: |
2008
|
---|---|
Authors: | Campolieti, Giuseppe ; Makarov, Roman |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 8.2008, 2, p. 147-161
|
Publisher: |
Taylor & Francis Journals |
Subject: | Path integral pricing | Asian options | State-dependent volatility models |
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