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

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Bibliographic Details
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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