✦ LIBER ✦

Pricing Discrete Barrier Options Under Stochastic Volatility

✍ Scribed by Shiraya, Kenichiro; Takahashi, Akihiko; Yamada, Toshihiro

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pricing options under stochastic volatil

✍ Fabio Antonelli; Sergio Scarlatti 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 601 KB

Option prices under stochastic volatilit

✍ Jiguang Han; Ming Gao; Qiang Zhang; Yutian Li 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 264 KB

Pricing FTSE 100 index options under sto

✍ Yueh-Neng Lin; Norman Strong; Xinzhong Xu 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 154 KB 👁 1 views

Pricing vulnerable options under a stoch

✍ Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 473 KB

Pricing American options under stochasti

✍ Alexey Medvedev; Olivier Scaillet 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 696 KB

Pricing Options under Generalized GARCH

✍ Peter Ritchken; Rob Trevor 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 310 KB