An analytical approximation for single barrier options under stochastic volatility models (Q1621902): Difference between revisions
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Revision as of 04:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analytical approximation for single barrier options under stochastic volatility models |
scientific article |
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An analytical approximation for single barrier options under stochastic volatility models (English)
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12 November 2018
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single barrier option
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analytical approximation
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local and stochastic volatility models
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Wiener-Itô chaos expansion
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