Open AccessHedging Barrier Options through a Log-Normal Local Stochastic Volatility model
Author(s) -
Wei Ning,
Geoffrey Lee,
Nicolas Langrené
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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