Semi-analytical prices for lookback and barrier options under the Heston model
Work
Year: 2019
Type: article
Institutions Grenoble Ecole de Management, Université Grenoble Alpes
Cites: 26
Cited by: 6
Related to: 10
FWCI: 1.306
Citation percentile (by year/subfield): 79.52
Subfield: Finance
Domain: Social Sciences
Open Access status: closed