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Short-Time Behavior in Arithmetic Asian Option Price Under a Stochastic Volatility Model with Jumps.

Hossein JafariGhazaleh Rahimi
Published in: New Math. Nat. Comput. (2023)
Keyphrases
  • computational model
  • probabilistic model
  • similarity measure
  • statistical model
  • management system
  • theoretical analysis
  • theoretical framework
  • stochastic model
  • data sets
  • high level
  • cost function
  • behavioral model