Pirjol, D., & Zhu, L. (2023). Asymptotics for Short Maturity Asian Options in Jump-Diffusion models with Local Volatility.
Chicago Style (17th ed.) CitationPirjol, Dan, and Lingjiong Zhu. Asymptotics for Short Maturity Asian Options in Jump-Diffusion Models with Local Volatility. 2023.
MLA (9th ed.) CitationPirjol, Dan, and Lingjiong Zhu. Asymptotics for Short Maturity Asian Options in Jump-Diffusion Models with Local Volatility. 2023.
Warning: These citations may not always be 100% accurate.