An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model (Q3121191)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model |
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An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model (English)
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15 March 2019
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barrier option
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up-and-out call option
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asymptotic expansion
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stochastic volatility model
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