# Pricing of the geometric Asian options under a multifactor stochastic volatility model

@article{Malhotra2019PricingOT, title={Pricing of the geometric Asian options under a multifactor stochastic volatility model}, author={Gifty Malhotra and R. Srivastava and H. C. Taneja}, journal={J. Comput. Appl. Math.}, year={2019}, volume={406}, pages={113986} }

## One Citation

### A tempered subdiffusive Black-Scholes model

- MathematicsArXiv
- 2021

The main part of this work consists of the finite difference (FD) method as a numerical approach to the option pricing in the considered model and derives the governing fractional differential equation and the related weighted numerical scheme.

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