Correction to: ``Semi-analytical prices for lookback and barrier options under the Heston model'' (Q2145708)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correction to: ``Semi-analytical prices for lookback and barrier options under the Heston model'' |
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Correction to: ``Semi-analytical prices for lookback and barrier options under the Heston model'' (English)
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17 June 2022
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derivatives pricing
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lookback options
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barrier options
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path-dependent options
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Heston model
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stochastic volatility
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