Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps (Q3174919)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps |
scientific article |
Statements
Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps (English)
0 references
18 July 2018
0 references
barrier options
0 references
stochastic volatility
0 references
jump-diffusion
0 references
Monte Carlo
0 references
option pricing
0 references
0 references
