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Pricing of geometric Asian options under Heston's stochastic volatility model
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Wee, In-Suk | - |
| dc.date.accessioned | 2021-08-29T18:48:49Z | - |
| dc.date.available | 2021-08-29T18:48:49Z | - |
| dc.date.created | 2021-04-22 | - |
| dc.date.issued | 2013-01-11 | - |
| dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/44986 | - |
| dc.publisher | American Mathematical Society, Mathematical Association of America | - |
| dc.subject | Asian option, Hestin Model | - |
| dc.title | Pricing of geometric Asian options under Heston's stochastic volatility model | - |
| dc.title.alternative | 영어 | - |
| dc.type | Conference | - |
| dc.contributor.affiliatedAuthor | Wee, In-Suk | - |
| dc.identifier.bibliographicCitation | Joint Mathematics Meetings 2013 , pp.246 | - |
| dc.relation.isPartOf | Joint Mathematics Meetings 2013 | - |
| dc.relation.isPartOf | Abstracts of papaers presented to the American Mathematical Society | - |
| dc.citation.title | Joint Mathematics Meetings 2013 | - |
| dc.citation.startPage | 246 | - |
| dc.citation.endPage | 246 | - |
| dc.citation.conferencePlace | US | - |
| dc.citation.conferencePlace | San Diego, CA, USA | - |
| dc.citation.conferenceDate | 2013-01-09 | - |
| dc.type.rims | CONF | - |
| dc.description.journalClass | 1 | - |
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