Valuation of FX barrier options under stochastic volatility (Q1000409): Difference between revisions

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+David C. Heath
@@ Property / author: David C. Heath / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Q3974816
@@ Property / cites work: Q3974816 / rank @@
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@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Option Pricing Under Incompleteness and Stochastic Volatility
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+Q3951448
@@ Property / cites work: Q3951448 / rank @@
+Normal rank
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+Q3374319
@@ Property / cites work: Q3374319 / rank @@
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+Q4905685
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