Pricing external barrier options under a stochastic volatility model (Q2029429)
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scientific article; zbMATH DE number 7354674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing external barrier options under a stochastic volatility model |
scientific article; zbMATH DE number 7354674 |
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Pricing external barrier options under a stochastic volatility model (English)
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3 June 2021
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external barrier option
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stochastic volatility
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asymptotic analysis
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double Mellin transform
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