Dear all,
I would like to ask if there is any paper about Asian option in Heston's model with (normal) jumps ?
If you know ones, could you please let me know ?
I would like to comare our results with the results in the open literature
but I am having a hard time finding ones.
Thank you so much for your time and have a nice day.
I would like to ask if there is any paper about Asian option in Heston's model with (normal) jumps ?
If you know ones, could you please let me know ?
I would like to comare our results with the results in the open literature
but I am having a hard time finding ones.
Thank you so much for your time and have a nice day.