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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Barrier option pricing under the 2-hypergeometric stochastic volatility model

Participants in the publication
Ana Bela Cruzeiro (Author)
GFMUL
 Rúben Sousa (Author)
Manuel Guerra (Author)

Date of Publication
2018-01

Where published
Journal of Computational and Applied Mathematics

Publication Identifiers
ISSN - 0377-0427

Publisher
Elsevier BV

Volume
328

Number of pages
16
Starting page
197
Last page
213

Document Identifiers
DOI - https://doi.org/10.1016/j.cam.2017.06.034
URL - http://dx.doi.org/10.1016/j.cam.2017.06.034


Export

APA
Ana Bela Cruzeiro, Rúben Sousa, Manuel Guerra, (2018). Barrier option pricing under the 2-hypergeometric stochastic volatility model. Journal of Computational and Applied Mathematics, 328, 197-213. ISSN 0377-0427. eISSN . http://dx.doi.org/10.1016/j.cam.2017.06.034

IEEE
Ana Bela Cruzeiro, Rúben Sousa, Manuel Guerra, "Barrier option pricing under the 2-hypergeometric stochastic volatility model" in Journal of Computational and Applied Mathematics, vol. 328, pp. 197-213, 2018. 10.1016/j.cam.2017.06.034

BIBTEX
@article{44475, author = {Ana Bela Cruzeiro and Rúben Sousa and Manuel Guerra}, title = {Barrier option pricing under the 2-hypergeometric stochastic volatility model}, journal = {Journal of Computational and Applied Mathematics}, year = 2018, pages = {197-213}, volume = 328 }