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Valuation of barrier and lookback options under hybrid CEV and stochastic volatility.

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Title: Valuation of barrier and lookback options under hybrid CEV and stochastic volatility.
Authors: Cao, Jiling1, jiling.cao@aut.ac.nz, Kim, Jeong-Hoon2, jhkim96@yonsei.ac.kr, Li, Xi1, xi.li@aut.ac.nz, Zhang, Wenjun1, wenjun.zhang@aut.ac.nz
Source: Mathematics & Computers in Simulation; Jun2023, Vol. 208, p660-676, 17p
Database: Applied Science & Technology Source
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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 162287209
AccessLevel: 2
PubType: Periodical
PubTypeId: serialPeriodical
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  Data: Valuation of barrier and lookback options under hybrid CEV and stochastic volatility.
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  Data: <searchLink fieldCode="AU" term="%22Cao%2C+Jiling%22">Cao, Jiling</searchLink><relatesTo>1</relatesTo>, <i>jiling.cao@aut.ac.nz</i><br /><searchLink fieldCode="AU" term="%22Kim%2C+Jeong-Hoon%22">Kim, Jeong-Hoon</searchLink><relatesTo>2</relatesTo>, <i>jhkim96@yonsei.ac.kr</i><br /><searchLink fieldCode="AU" term="%22Li%2C+Xi%22">Li, Xi</searchLink><relatesTo>1</relatesTo>, <i>xi.li@aut.ac.nz</i><br /><searchLink fieldCode="AU" term="%22Zhang%2C+Wenjun%22">Zhang, Wenjun</searchLink><relatesTo>1</relatesTo>, <i>wenjun.zhang@aut.ac.nz</i>
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  Data: <searchLink fieldCode="JN" term="%22Mathematics+%26+Computers+in+Simulation%22">Mathematics & Computers in Simulation</searchLink>; Jun2023, Vol. 208, p660-676, 17p
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1016/j.matcom.2023.01.035
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      – Code: eng
        Text: English
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        PageCount: 17
        StartPage: 660
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      – TitleFull: Valuation of barrier and lookback options under hybrid CEV and stochastic volatility.
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            NameFull: Cao, Jiling
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            NameFull: Kim, Jeong-Hoon
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            NameFull: Li, Xi
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            – D: 01
              M: 06
              Text: Jun2023
              Type: published
              Y: 2023
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              Value: 208
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            – TitleFull: Mathematics & Computers in Simulation
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