Pricing of timer volatility-barrier options under Heston's stochastic volatility model (Q6653561)
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scientific article; zbMATH DE number 7958847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of timer volatility-barrier options under Heston's stochastic volatility model |
scientific article; zbMATH DE number 7958847 |
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Pricing of timer volatility-barrier options under Heston's stochastic volatility model (English)
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16 December 2024
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timer options
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volatility derivatives
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volatility-barrier options
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method of images
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Heston's stochastic volatility
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timer volatility double barrier options
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