Pricing barrier and average options in a stochastic volatility environment
| Year of publication: |
2011
|
|---|---|
| Authors: | Shiraya, Kenichiro ; Takahashi, Akihiko ; Toda, Masashi |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 15.2011, 2, p. 111-111
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