Qiuhong Shi, Xiaoping Yang. Pricing Asian options in a stochastic volatility model with jumps. Applied Mathematics and Computation, 228:411-422, 2014. [doi]
@article{ShiY14,
title = {Pricing Asian options in a stochastic volatility model with jumps},
author = {Qiuhong Shi and Xiaoping Yang},
year = {2014},
doi = {10.1016/j.amc.2013.12.004},
url = {http://dx.doi.org/10.1016/j.amc.2013.12.004},
researchr = {https://researchr.org/publication/ShiY14},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {228},
pages = {411-422},
}