英文标题：
《Geometric Asian Option Pricing in General Affine Stochastic Volatility
Models with Jumps》
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作者：
Friedrich Hubalek, Martin Keller-Ressel, Carlo Sgarra
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最新提交年份：
2014
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英文摘要：
In this paper we present some results on Geometric Asian option valuation for affine stochastic volatility models with jumps. We shall provide a general framework into which several different valuation problems based on some average process can be cast, and we shall obtain close-form solutions for some relevant affine model classes.
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中文摘要：
本文给出了带跳跃的仿射随机波动率模型的几何亚式期权估值的一些结果。我们将提供一个通用的框架，基于一些平均过程，我们可以将几个不同的估值问题转换成这个框架，并且我们将获得一些相关仿射模型类的闭式解。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Pricing of Securities 证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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