Pricing of the Geometric Asian Options Under a Multifactor Stochastic Volatility Model
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2020-02-03 (Financial Markets)
- NEP-ORE-2020-02-03 (Operations Research)
- NEP-SEA-2020-02-03 (South East Asia)
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