"Efficiently pricing continuously monitored barrier options under ..."

Sumei Zhang, Junhao Geng (2017)

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DOI: 10.1080/00207160.2016.1210796

access: closed

type: Journal Article

metadata version: 2023-09-30

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Sumei Zhang, Junhao Geng:
Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps. Int. J. Comput. Math. 94(11): 2166-2177 (2017)

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