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Pricing barrier options under stochastic volatility framework - MaRDI portal

Pricing barrier options under stochastic volatility framework (Q2440325)

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Pricing barrier options under stochastic volatility framework
scientific article

    Statements

    title
    Pricing barrier options under stochastic volatility framework (English)
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    author
    Yunfei Zhai
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    Xiuchun Bi
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    Shuguang Zhang
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    publication date
    18 March 2014
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    zbMATH Keywords
    barrier option
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    exotic option
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    stochastic control
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    Identifiers

    zbMATH DE Number
    6270880
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    OpenAlex ID
    W2057435717
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