A stochastic local volatility technique for TARN options

  1. Arregui, I.
  2. Ráfales, J.
Journal:
International Journal of Computer Mathematics

ISSN: 1029-0265,  0020-7160

Year of publication: 2020

Volume: 97

Issue: 5

Pages: 1133-1149

Type: Article

DOI: 10.1080/00207160.2019.1608357 GOOGLE SCHOLAR
Data source: Scopus