Pricing multiple barrier derivatives under stochastic volatility

Marcos Escobar, Sven Panz and Rudi Zagst

Year of publication:	2020
Authors:	Escobar, Marcos ; Panz, Sven ; Zagst, Rudi
Published in:	The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 24.2020, 2, p. 77-101
Subject:	barrier options \| multiple barriers \| default risk \| structured products \| stochastic volatility \| stochastic covariance \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Optionsgeschäft \| Option trading \| Optionspreistheorie \| Option pricing theory \| Derivat \| Derivative

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012543622

A service of the