A Mellin transform approach to pricing barrier options under stochastic elasticity of variance (Q6581470)
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scientific article; zbMATH DE number 7889615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Mellin transform approach to pricing barrier options under stochastic elasticity of variance |
scientific article; zbMATH DE number 7889615 |
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A Mellin transform approach to pricing barrier options under stochastic elasticity of variance (English)
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30 July 2024
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asymptotic expansion
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barrier option
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Mellin transform
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stochastic elasticity of variance
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