Pricing of geometric Asian options in the Volterra-Heston model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Aichinger, Florian, Desmettre, Sascha
Format:	Preprint
Published:	2024
Subjects:	Pricing of Securities Probability 45D05, 60B15, 60L20, 91G20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2402.15828