Efficiently pricing double barrier derivatives in stochastic volatility models

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Serval ID
serval:BIB_771FBB17900A
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Efficiently pricing double barrier derivatives in stochastic volatility models
Journal
Review of Derivatives Research
Author(s)
Escobar Marcos, Hieber Peter, Scherer Matthias
Publication state
Published
Issued date
2014
Volume
17
Number
2
Pages
191-216
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_771FBB17900A
DOI
10.1007/s11147-013-9094-4
Publisher's website
http://www.scopus.com/inward/record.url?eid=2-s2.0-84886732685&partnerID=MN8TOARS
Create date
08/09/2021 11:36
Last modification date
19/09/2021 6:36
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