Pricing Asian options with stochastic volatility

Quantitative Finance

Volumn 3, Issue 5, 2003, Pages 353-362

  Fouque, Jean Pierre ^a   Han, Chuan Hsiang ^a  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346265162     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/5/301     Document Type: Article

References (21)

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