@article{pricingpathdependentoptionsunder,
  title = {Pricing Path-dependent Options under Stochastic Volatility via Mellin Transform},
  author = {Jiling Cao and Jeong-Hoon Kim and Xi Li and Wenjun Zhang},
  year = {2022},
  eprint = {2205.00573},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2205.00573v1},
}