A general framework for pricing Asian options under stochastic volatility on parallel architectures - researchr publication authors

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Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina, Zelda Marino. A general framework for pricing Asian options under stochastic volatility on parallel architectures. European Journal of Operational Research, 272(3):1082-1095, 2019. [doi]

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