Publication | Closed Access

A unified approach to Bermudan and barrier options under stochastic volatility models with jumps

Volatility ModelingOption PricingEngineeringAsset PricingForeign Exchange OptionDerivative PricingBusinessProbability TheoryBarrier OptionsStochastic Volatility ModelsFinancial EngineeringFinanceUnified ApproachJump DiffusionsFinancial Mathematics