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Geometric Asian options under Heston model: Pricing and Hedging영어
- Alternative Title
- 영어
- Authors
- Wee, In-Suk
- Keywords
- Asian option, Heston model, Hedging
- Issue Date
- 11-7월-2013
- Publisher
- SIAM(Siciety for Industrial and Applied Mathemaics)
- Citation
- 2013 SIAM Annual Meeting, pp.94
- Conference Name
- 2013 SIAM Annual Meeting
- Place
- US
San Diego, CA, USA
- Conference Date
- 2013-07-08
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- There are no files associated with this item.
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Collections - College of Science > Department of Mathematics > 2. Conference Papers
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