Pricing external barrier options under a stochastic volatility model.

Donghyun Kim Ji-Hun Yoon Chang-Rae Park

Published in: J. Comput. Appl. Math. (2021)

Keyphrases

probabilistic model
statistical model
stochastic model
internal and external
cost function
management system
theoretical analysis
computational model
mathematical model
neural network
high level
probability distribution
theoretical framework
game theory
formal model
stochastic nature