Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063): Difference between revisions
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Revision as of 06:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-analytical prices for lookback and barrier options under the Heston model |
scientific article |
Statements
Semi-analytical prices for lookback and barrier options under the Heston model (English)
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31 January 2020
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derivatives pricing
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lookback options
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barrier options
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path-dependent options
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Heston model
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stochastic volatility
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