Small-time asymptotics in geometric Asian options for a stochastic volatility jump-diffusion model

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Veröffentlicht in:International journal of theoretical and applied finance
1. Verfasser: Jafari, Hossein (VerfasserIn)
Weitere Verfasser: Rahimi, Ghazaleh (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2019
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