Pricing of timer volatility-barrier options under Heston's stochastic volatility model (Q6653561)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7958847
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing of timer volatility-barrier options under Heston's stochastic volatility model |
scientific article; zbMATH DE number 7958847 |
Statements
Pricing of timer volatility-barrier options under Heston's stochastic volatility model (English)
0 references
16 December 2024
0 references
timer options
0 references
volatility derivatives
0 references
volatility-barrier options
0 references
method of images
0 references
Heston's stochastic volatility
0 references
timer volatility double barrier options
0 references
0 references
0 references
0.7805776596069336
0 references
0.7764425873756409
0 references
0.7741425037384033
0 references
