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Zhang, Sumei, Geng, Junhao (2017) Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps. International Journal of Computer Mathematics, 94. 2166-2177 doi:10.1080/00207160.2016.1210796

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Reference TypeJournal (article/letter/editorial)
TitleEfficiently pricing continuously monitored barrier options under stochastic volatility model with jumps
JournalInternational Journal of Computer Mathematics
AuthorsZhang, SumeiAuthor
Geng, JunhaoAuthor
Year2017 (November 2)Volume94
PublisherInforma UK Limited
DOIdoi:10.1080/00207160.2016.1210796Search in ResearchGate
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Mindat Ref. ID6647112Long-form Identifiermindat:1:5:6647112:9
GUID0
Full ReferenceZhang, Sumei, Geng, Junhao (2017) Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps. International Journal of Computer Mathematics, 94. 2166-2177 doi:10.1080/00207160.2016.1210796
Plain TextZhang, Sumei, Geng, Junhao (2017) Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps. International Journal of Computer Mathematics, 94. 2166-2177 doi:10.1080/00207160.2016.1210796
In(n.d.) International Journal of Computer Mathematics Vol. 94. Informa UK Limited

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Kim, Donghyun, Yoon, Ji-Hun, Park, Chang-Rae (2021) Pricing external barrier options under a stochastic volatility model. Journal of Computational and Applied Mathematics, 394. 113555pp. doi:10.1016/j.cam.2021.113555
Le, Anbo, Cen, Zhongdi, Xu, Aimin (2012) A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility. International Journal of Computer Mathematics, 89. 1135-1144 doi:10.1080/00207160.2012.658379
Wang, Guodong (2026) Pricing of vulnerable option under affine stochastic volatility with simultaneous jumps model. Journal of Computational and Applied Mathematics, 475. doi:10.1016/j.cam.2025.117033
Sun, Youfa (2015) Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model. International Journal of Computer Mathematics, 92. 2551-2574 doi:10.1080/00207160.2015.1079311
Zhao, Yuxin; Yang, Jianhui (2025) Barrier option pricing and hedging model under stochastic conditions. International Journal of Computer Mathematics, 102 (5). doi:10.1080/00207160.2025.2459121
 
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