Title: Static Hedging of Asian Options under Stochastic Volatility Models using Fast Fourier Transform
Authors: Albrecher, Hansjörg
Schoutens, Wim
Issue Date: 2005
Publisher: Wiley
Host Document: Exotic Option Pricing and Advanced Lévy Models pages:129-147
ISBN: 978-0-470-01684-8
Publication status: published
KU Leuven publication type: IHb
Appears in Collections:Statistics Section

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