"Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility."

Min-Ku Lee, Jeong-Hoon Kim, Kyu-Hwan Jang (2014)

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DOI: 10.1155/2014/784386

access: open

type: Journal Article

metadata version: 2020-07-16

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Min-Ku Lee, Jeong-Hoon Kim, Kyu-Hwan Jang:
Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility. J. Appl. Math. 2014: 784386:1-784386:8 (2014)

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