Pricing Formulas for Geometric Average Asian Options under the Fractional Vasicek Rate Model

ZHOU Qing, LI Chao

Acta Mathematicae Applicatae Sinica ›› 2014, Vol. 37 ›› Issue (4) : 662-675.

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Acta Mathematicae Applicatae Sinica ›› 2014, Vol. 37 ›› Issue (4) : 662-675. DOI: 10.12387/C2014060

Pricing Formulas for Geometric Average Asian Options under the Fractional Vasicek Rate Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2014, 37(4): 662-675 https://doi.org/10.12387/C2014060

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