Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps (Q3460257): Difference between revisions
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Revision as of 03:41, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps |
scientific article |
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Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps (English)
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7 January 2016
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boundary element method
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barrier options
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Bates model
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Heston model
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