"Asian Options for Local-Stochastic Volatility Models in the Short-Maturity ..."

Dan Pirjol, Lingjiong Zhu (2025)

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DOI: 10.1137/25M1729629

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type: Journal Article

metadata version: 2025-10-14

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Dan Pirjol, Lingjiong Zhu:
Asian Options for Local-Stochastic Volatility Models in the Short-Maturity Regime. SIAM J. Financial Math. 16(3): 1176-1204 (2025)

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