Pricing external barrier options under a stochastic volatility model (Q2029429)
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scientific article; zbMATH DE number 7354674
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| English | Pricing external barrier options under a stochastic volatility model |
scientific article; zbMATH DE number 7354674 |
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Pricing external barrier options under a stochastic volatility model (English)
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3 June 2021
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external barrier option
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stochastic volatility
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asymptotic analysis
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double Mellin transform
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0.8249386548995972
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0.8190221786499023
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0.8189678192138672
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0.810809314250946
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