Pricing double volatility barriers option under stochastic volatility

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Publication:5086643

DOI10.1080/17442508.2020.1773825zbMath1489.91261OpenAlexW3036294524MaRDI QIDQ5086643

Yuecai Han, Qingshuo Song, Chunyang Liu

Publication date: 6 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2020.1773825






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