An analytical approximation for single barrier options under stochastic volatility models
Crossref DOI link: https://doi.org/10.1007/s10479-017-2559-3
Published Online: 2017-06-28
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Funahashi, Hideharu
Higuchi, Tomohide
License valid from 2017-06-28