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"Valuation of barrier and lookback options under hybrid CEV and stochastic ..."

Jiling Cao et al. (2023)

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DOI: 10.1016/J.MATCOM.2023.01.035

access: closed

type: Journal Article

metadata version: 2023-04-16

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Jiling Cao, Jeong-Hoon Kim, Xi Li, Wenjun Zhang:
Valuation of barrier and lookback options under hybrid CEV and stochastic volatility. Math. Comput. Simul. 208: 660-676 (2023)

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