On Pricing Asian Options under Stochastic Volatility

Emilio Russo; Alessandro Staino

doi:10.3905/jod.2016.23.4.007

Article

On Pricing Asian Options under Stochastic Volatility

Emilio Russo and Alessandro Staino

The Journal of Derivatives Summer 2016, 23 (4) 7-19; DOI: https://doi.org/10.3905/jod.2016.23.4.007

Emilio Russo

is an associate professor at the University of Calabria in Rende (CS), Italy.

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For correspondence: emilio.russo@unical.it

Alessandro Staino

is an assistant professor at the University of Calabria in Rende (CS), Italy.

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For correspondence: alessandro.staino@unical.it

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The Journal of Derivatives

Vol. 23, Issue 4

Summer 2016

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On Pricing Asian Options under Stochastic Volatility