VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY (Q5739187)
From MaRDI portal
scientific article; zbMATH DE number 6603657
Language | Label | Description | Also known as |
---|---|---|---|
English | VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY |
scientific article; zbMATH DE number 6603657 |
Statements
VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY (English)
0 references
15 July 2016
0 references
put-call symmetry
0 references
self-duality
0 references
barrier options
0 references
stochastic volatility models
0 references
Malliavin calculus
0 references
0 references
0 references