Pricing barrier options under stochastic volatility framework (Q2440325)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing barrier options under stochastic volatility framework |
scientific article |
Statements
Pricing barrier options under stochastic volatility framework (English)
0 references
18 March 2014
0 references
barrier option
0 references
exotic option
0 references
stochastic control
0 references