Pirjol, D., & Zhu, L. (2024). Asian options for local-stochastic volatility models in the short-maturity regime.
Chicago Style (17th ed.) CitationPirjol, Dan, and Lingjiong Zhu. Asian Options for Local-stochastic Volatility Models in the Short-maturity Regime. 2024.
MLA (9th ed.) CitationPirjol, Dan, and Lingjiong Zhu. Asian Options for Local-stochastic Volatility Models in the Short-maturity Regime. 2024.
Warning: These citations may not always be 100% accurate.