The evaluation of barrier option prices under stochastic volatility (Q356102)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The evaluation of barrier option prices under stochastic volatility |
scientific article |
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The evaluation of barrier option prices under stochastic volatility (English)
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25 July 2013
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barrier option
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stochastic volatility
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continuously monitored
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discretely monitored
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free boundary problem
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method of lines
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