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Pricing of geometric Asian options under Heston's stochastic volatility model영어

Alternative Title
영어
Authors
Wee, In-Suk
Keywords
Asian option, Hestin Model
Issue Date
11-1월-2013
Publisher
American Mathematical Society, Mathematical Association of America
Citation
Joint Mathematics Meetings 2013 , pp.246
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/44986
Conference Name
Joint Mathematics Meetings 2013
Place
US
San Diego, CA, USA
Conference Date
2013-01-09
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College of Science > Department of Mathematics > 2. Conference Papers

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