Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299): Difference between revisions

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-Ana Bela Cruzeiro
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+.03230
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+The \(\alpha\)-hypergeometric stochastic volatility model
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@@ Property / cites work @@
+Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model
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+Applications of Fourier transform to smile modeling. Theory and implementation.
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+A semigroup expansion for pricing barrier options
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+Mathematical methods for financial markets.
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+Publication:2406299