"The evaluation of barrier option prices under stochastic volatility."

Carl Chiarella, Boda Kang, Gunter H. Meyer (2012)

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DOI: 10.1016/J.CAMWA.2012.03.103

access: open

type: Journal Article

metadata version: 2021-02-11

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Carl Chiarella, Boda Kang, Gunter H. Meyer:
The evaluation of barrier option prices under stochastic volatility. Comput. Math. Appl. 64(6): 2034-2048 (2012)

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