Pricing of the geometric Asian options under a multifactor stochastic volatility model.

Gifty Malhotra R. Srivastava H. C. Taneja

Published in: J. Comput. Appl. Math. (2022)

Keyphrases

computational model
experimental data
statistical model
high order
formal model
high level
cost function
probabilistic model
simulation model
stochastic model
neural network
probability distribution
markov random field
parameter estimation