Pricing external barrier options under a stochastic volatility model
Work
Year: 2021
Type: article
Authors Donghyun Kim, Ji‐Hun Yoon, Chang-Rae Park
Cites: 28
Cited by: 17
Related to: 10
FWCI: 3.174
Citation percentile (by year/subfield): 89.44
Subfield: Finance
Domain: Social Sciences
Open Access status: closed