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Title:

Pricing multiple barrier derivatives under stochastic volatility

Document type:
Zeitschriftenaufsatz
Author(s):
Escobar, M.; Panz, S.; Zagst, R.
Non-TUM Co-author(s):
ja
Cooperation:
international
Intellectual Contribution:
Discipline-based Research
Journal title:
Journal of Computational Finance
Journal listet in FT50 ranking:
nein
Year:
2020
Journal volume:
24
Journal issue:
2
Pages contribution:
77-101
Reviewed:
ja
Fulltext / DOI:
doi:10.21314/JCF.2020.395
Status:
Postprint / reviewed
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Ja
Commissioned:
not commissioned
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
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