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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
}