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

被引：0

作者：

Malhotra, Gifty ^{[1
]}

Srivastava, R. ^{[1
]}

Taneja, H.C. ^{[1
]}

机构：

[1] Department of Applied Mathematics, Delhi Technological University, Delhi,110042, India

来源：

Journal of Computational and Applied Mathematics | 2022年 / 406卷

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