Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate.

Yanhong Zhong Guohe Deng

Published in: Complex. (2019)

Keyphrases

formal model
probabilistic model
stochastic model
probability distribution
stochastic nature
mathematical model
simulation model
similarity measure
stochastic process
conceptual model
statistical model
bit rate
management system
prior knowledge
state dependent
stochastic programming
high level