"An asymptotic expansion formula for up-and-out barrier option price under ..."

Takashi Kato, Akihiko Takahashi, Toshihiro Yamada (2013)

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DOI: 10.14495/JSIAML.5.17

access: open

type: Journal Article

metadata version: 2025-03-03

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Takashi Kato, Akihiko Takahashi, Toshihiro Yamada:
An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model. JSIAM Lett. 5: 17-20 (2013)

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