Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps (Q3174919): Difference between revisions
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Revision as of 10:43, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps |
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Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps (English)
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18 July 2018
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barrier options
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stochastic volatility
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jump-diffusion
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Monte Carlo
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option pricing
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