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Quantitative Finance

Volumn 4, Issue 3, 2004, Pages 301-314

Geometric Asian options: Valuation and calibration with stochastic volatility

(2) Wong, Hoi Ying a Cheung, Ying Lok a

a CHINESE UNIVERSITY OF HONG KONG (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3142618500 PISSN: 14697688 EISSN: None Source Type: Journal
DOI: 10.1088/1469-7688/4/3/006 Document Type: Article

Times cited : (32)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.