An analytical approximation for single barrier options...

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  • An analytical approximation for single barrier options...

An analytical approximation for single barrier options under stochastic volatility models

Funahashi, Hideharu, Higuchi, Tomohide
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Language:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-017-2559-3
Date:
June, 2017
File:
PDF, 717 KB
english, 2017
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