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"An analytical approximation for single barrier options under stochastic ..."

Hideharu Funahashi, Tomohide Higuchi (2018)

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DOI: 10.1007/S10479-017-2559-3

access: closed

type: Journal Article

metadata version: 2023-09-30

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Hideharu Funahashi, Tomohide Higuchi:
An analytical approximation for single barrier options under stochastic volatility models. Ann. Oper. Res. 266(1-2): 129-157 (2018)

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