共 50 条
- [23] Psychological barriers and option pricing in a local volatility model NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2023, 64
- [25] PRICING EXOTIC OPTION UNDER STOCHASTIC VOLATILITY MODEL E & M EKONOMIE A MANAGEMENT, 2019, 22 (04): : 134 - 144
- [26] Valuation of European option under uncertain volatility model Soft Computing, 2018, 22 : 4153 - 4163
- [29] OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL ANZIAM JOURNAL, 2021, 63 (02): : 123 - 142
- [30] Numerical solution for option pricing with stochastic volatility model WORKSHOP AND INTERNATIONAL SEMINAR ON SCIENCE OF COMPLEX NATURAL SYSTEMS, 2016, 31