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]

Authors

Hossein Jafari

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Ghazaleh Rahimi

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