"Barrier option pricing under the 2-hypergeometric stochastic volatility model."

Rúben Sousa, Ana Bela Cruzeiro, Manuel Guerra (2018)

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DOI: 10.1016/J.CAM.2017.06.034

access: closed

type: Journal Article

metadata version: 2020-10-26

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Rúben Sousa, Ana Bela Cruzeiro, Manuel Guerra:
Barrier option pricing under the 2-hypergeometric stochastic volatility model. J. Comput. Appl. Math. 328: 197-213 (2018)

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