Geometric Asian options: valuation and calibration with stochastic volatility

ISSN： 1469-7688

Source： Quantitative Finance, Vol.4, Iss.3, 2004-06, pp. : 301-314

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

On the valuation of fader and discrete barrier options in Heston's stochastic volatility model

By Griebsch Susanne Wystup Uwe

Quantitative Finance, Vol. 11, Iss. 5, 2011-05 ,pp. : 693-709

Routledge Ltd

Access to resources Recommend Favorite

The Valuation of Volatility Options

By Detemple J.

European Finance Review, Vol. 4, Iss. 1, 2000-01 ,pp. : 21-50

Springer Publishing Company

Access to resources Recommend Favorite

Valuing qualitative options with stochastic volatility

By Jang Bong-Gyu Roh Kum-Hwan

Quantitative Finance, Vol. 9, Iss. 7, 2009-10 ,pp. : 819-825

Routledge Ltd

Access to resources Recommend Favorite

Quantitative Finance, Vol. 11, No. 5, May 2011, 693–709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model

By Griebsch Susanne A. Wystup Uwe

Quantitative Finance, Vol. 11, Iss. 8, 2011-08 ,pp. : 1271-1271

Routledge Ltd

Access to resources Recommend Favorite

Stochastic volatility options pricing with wavelets and artificial neural networks

By Zapart C.

Quantitative Finance, Vol. 2, Iss. 6, 2002-06 ,pp. : 487-495

Routledge Ltd

Access to resources Recommend Favorite