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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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