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An Analytical Approximation Formula for Barrier Option Prices Under the Heston Model

Published Online: 2021-09-03

Published Print: 2022-12

Authors

He, Xin-Jiang

Lin, Sha https://orcid.org/0000-0003-1692-8711
License Information

Text and Data Mining valid from 2021-09-03

Version of Record valid from 2021-09-03
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Article History

Accepted: 15 July 2021

First Online: 3 September 2021

Declarations

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: The authors have no conflicts of interest to declare that are relevant to the content of this article.

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