Short-Time Behavior in Arithmetic Asian Option Price Under a Stochastic Volatility Model with Jumps

Hossein Jafari, Ghazaleh Rahimi. Short-Time Behavior in Arithmetic Asian Option Price Under a Stochastic Volatility Model with Jumps. New Math. Nat. Comput., 19(3):891-909, November 2023. [doi]

Abstract

Abstract is missing.