Semi-Analytical Pricing of Barrier Options in a Hybrid Model of Stochastic and Local Volatility.
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| Title: | Semi-Analytical Pricing of Barrier Options in a Hybrid Model of Stochastic and Local Volatility. |
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| Authors: | Cao, Jiling1 (AUTHOR), Gong, Sheng1 (AUTHOR), Li, Xi1 (AUTHOR), Zhang, Wenjun1 (AUTHOR) wenjun.zhang@aut.ac.nz |
| Source: | Mathematics (2227-7390). May2026, Vol. 14 Issue 5, p1651. 23p. |
| Database: | Academic Search Ultimate |
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