Valuation of FX barrier options under stochastic volatility (Q1000409): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of FX barrier options under stochastic volatility |
scientific article |
Statements
Valuation of FX barrier options under stochastic volatility (English)
0 references
6 February 2009
0 references
barrier options
0 references
stochastic volatility
0 references
Monte Carlo simulation
0 references
variance reduction
0 references
