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A Mellin transform approach to pricing barrier options under stochastic elasticity of variance.

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Title: A Mellin transform approach to pricing barrier options under stochastic elasticity of variance.
Authors: Kim, Hyun‐Gyoon1 (AUTHOR), Cao, Jiling2 (AUTHOR), Kim, Jeong‐Hoon1 (AUTHOR) jhkim96@yonsei.ac.kr, Zhang, Wenjun2 (AUTHOR)
Source: Applied Stochastic Models in Business & Industry. Mar2023, Vol. 39 Issue 2, p160-176. 17p.
Database: Mathematics Source
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  Data: <searchLink fieldCode="JN" term="%22Applied+Stochastic+Models+in+Business+%26+Industry%22">Applied Stochastic Models in Business & Industry</searchLink>. Mar2023, Vol. 39 Issue 2, p160-176. 17p.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1002/asmb.2731
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      – Code: eng
        Text: English
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        PageCount: 17
        StartPage: 160
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      – TitleFull: A Mellin transform approach to pricing barrier options under stochastic elasticity of variance.
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            NameFull: Kim, Hyun‐Gyoon
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            NameFull: Cao, Jiling
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              Text: Mar2023
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              Y: 2023
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              Value: 39
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