"A stochastic local volatility technique for TARN options."

Iñigo Arregui, Jonatan Ráfales (2020)

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DOI: 10.1080/00207160.2019.1608357

access: closed

type: Journal Article

metadata version: 2020-06-15

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Iñigo Arregui, Jonatan Ráfales:
A stochastic local volatility technique for TARN options. Int. J. Comput. Math. 97(5): 1133-1149 (2020)

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