"Pricing of timer volatility-barrier options under Heston's stochastic ..."

Mijin Ha, Donghyun Kim, Ji-Hun Yoon (2025)

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DOI: 10.1016/J.CAM.2024.116310

access: closed

type: Journal Article

metadata version: 2024-11-30

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Mijin Ha, Donghyun Kim, Ji-Hun Yoon:
Pricing of timer volatility-barrier options under Heston's stochastic volatility model. J. Comput. Appl. Math. 457: 116310 (2025)

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