Two asset-barrier option under stochastic volatility
Barbara Goetz, Marcos Escobar and Rudi Zagst
| Year of publication: |
November 2017
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|---|---|
| Authors: | Goetz, Barbara ; Escobar, Marcos ; Zagst, Rudi |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 24.2017, 5/6, p. 520-546
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| Subject: | Stochastic volatility | two-asset barrier options | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Experiment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2017.1419910 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011815295