Pricing external barrier options under a stochastic volatility model

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Publication:2029429

DOI10.1016/j.cam.2021.113555zbMath1466.91342OpenAlexW3137496709MaRDI QIDQ2029429

Yanyan Li

Publication date: 3 June 2021

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2021.113555




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