Analytical valuation of Asian options with counterparty risk under stochastic volatility models
Year: 2019
Type: article
Source: Journal of Futures Markets
DOI: 10.1002/fut.22064
Author: Xingchun Wang
Institution: University of International Business and Economics
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W2980698086