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Pricing Asian options in a stochastic volatility model with jumps.

Qiuhong ShiXiaoping Yang
Published in: Appl. Math. Comput. (2014)
Keyphrases
  • mathematical model
  • stochastic model
  • probabilistic model
  • computational model
  • management system
  • statistical model
  • hybrid model
  • data sets
  • high level
  • objective function