The evaluation of barrier option prices under stochastic volatility (Q356102)
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scientific article; zbMATH DE number 6191528
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| English | The evaluation of barrier option prices under stochastic volatility |
scientific article; zbMATH DE number 6191528 |
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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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0.96943015
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0.9505901
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0.94754344
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0.94578356
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0.9372605
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0.93041056
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0.9270168
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0.9266257
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0.9215069
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