Skip to main navigation Skip to search Skip to main content

Pricing Continuously Monitored Barrier Options under the SABR Model: A Closed-Form Approximation

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Fingerprint

Dive into the research topics of 'Pricing Continuously Monitored Barrier Options under the SABR Model: A Closed-Form Approximation'. Together they form a unique fingerprint.
Sort by

Mathematics

Earth and Planetary Sciences

Economics, Econometrics and Finance