"Valuation of barrier and lookback options under hybrid CEV and stochastic ..."

Jiling Cao et al. (2023)

> Home

Details and statistics

DOI: 10.1016/J.MATCOM.2023.01.035

access: closed

type: Journal Article

metadata version: 2023-04-16

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mcs/CaoKLZ23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcs/CaoKLZ23
Jiling Cao, Jeong-Hoon Kim, Xi Li, Wenjun Zhang:
Valuation of barrier and lookback options under hybrid CEV and stochastic volatility. Math. Comput. Simul. 208: 660-676 (2023)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.