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"Pricing barrier options under stochastic volatility framework."

Yunfei Zhai, Xiuchun Bi, Shuguang Zhang (2013)

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DOI: 10.1007/S11424-013-1066-0

access: closed

type: Journal Article

metadata version: 2020-06-08

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  dblp key:
  - journals/jossac/ZhaiBZ13
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  - https://dblp.org/rec/journals/jossac/ZhaiBZ13
Yunfei Zhai, Xiuchun Bi, Shuguang Zhang:
Pricing barrier options under stochastic volatility framework. J. Syst. Sci. Complex. 26(4): 609-618 (2013)

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