Pricing Geometric Averaging Asian Call Option Under Stochastic Volatility Model
| Autor: | Jianhui Yang, Pengshi Li |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Stochastic volatility
General Chemistry Implied volatility Condensed Matter Physics SABR volatility model Computational Mathematics Econometrics Economics Volatility smile General Materials Science Call option Finite difference methods for option pricing Electrical and Electronic Engineering Moneyness |
| Zdroj: | Journal of Computational and Theoretical Nanoscience. 13:593-599 |
| ISSN: | 1546-1955 |
| DOI: | 10.1166/jctn.2016.4846 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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