Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299): Difference between revisions
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Revision as of 08:03, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Barrier option pricing under the 2-hypergeometric stochastic volatility model |
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Barrier option pricing under the 2-hypergeometric stochastic volatility model (English)
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27 September 2017
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finance
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option pricing theory
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stochastic volatility
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asymptotic analysis
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regular perturbation method
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