VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY (Q5739187)
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scientific article; zbMATH DE number 6603657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY |
scientific article; zbMATH DE number 6603657 |
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VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY (English)
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15 July 2016
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put-call symmetry
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self-duality
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barrier options
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stochastic volatility models
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Malliavin calculus
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