Valuation of FX barrier options under stochastic volatility (Q1000409)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Valuation of FX barrier options under stochastic volatility |
scientific article; zbMATH DE number 5503448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of FX barrier options under stochastic volatility |
scientific article; zbMATH DE number 5503448 |
Statements
Valuation of FX barrier options under stochastic volatility (English)
0 references
6 February 2009
0 references
barrier options
0 references
stochastic volatility
0 references
Monte Carlo simulation
0 references
variance reduction
0 references
0 references
