Pricing of geometric Asian options under Heston's stochastic volatility model
Work
Year: 2011
Type: article
Source: Quantitative Finance
Authors Bara Kim, In-Suk Wee
Institution Korea University
Cites: 28
Cited by: 40
Related to: 10
FWCI: 2.347
Citation percentile (by year/subfield): 93.59
Subfield: Finance
Domain: Social Sciences
Open Access status: closed