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Derivat 1 Derivative 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1 barrier options 1 default risk 1 multiple barriers 1 stochastic covariance 1 stochastic volatility 1 structured products 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Escobar, Marcos 1 Panz, Sven 1 Zagst, Rudi 1
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The journal of computational finance 1
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Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos; Panz, Sven; Zagst, Rudi - In: The journal of computational finance 24 (2020) 2, pp. 77-101
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