Hedging Barrier Options through a Log-Normal Local Stochastic Volatility model | Zendy

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Hedging Barrier Options through a Log-Normal Local Stochastic Volatility model

Publication year - 2017

Publication title -

modsim

Language(s) - Uncategorized

Resource type - Conference proceedings

ISSN - 2205-5061

DOI - 10.36334/modsim.2017.e3.ning

Subject(s) - stochastic volatility , volatility (finance) , econometrics , computer science , economics

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