Performance of advanced stock price models when it becomes exotic: an empirical study

DOI10.1007/s10436-021-00396-2OpenAlexW3198116736MaRDI QIDQ2701104

Hauke Stier, Gero Junike, Wim Schoutens

Publication date: 27 April 2023

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-021-00396-2

zbMATH Keywords

barrier optionsempirical performanceadvanced stock price modelsstochastic volatility for Lévy processes

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx)

Cites Work

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