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文書・図像類

Pricing Barrier and Average Options under Stochastic Volatility Environment

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Pricing Barrier and Average Options under Stochastic Volatility Environment

Material type
文書・図像類
Author
Shiraya, Kenichiroほか
Publisher
日本経済国際共同センター
Publication date
2010-05
Material Format
Paper
Capacity, size, etc.
-
NDC
335
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Notes on use

Note (General)：

application/pdfRevised version of CIRJE-F-682 (2009); subsequently published in the Journal of Computational Finance, Volume 14/Number 2, Winter 2011/...

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Paper

Material Type
文書・図像類
Title
Pricing Barrier and Average Options under Stochastic Volatility Environment
Author/Editor
Shiraya, Kenichiro
Takahashi, Akihiko
Toda, Masashi
Author Heading
Shiraya, Kenichiro
Takahashi, Akihiko
Toda, Masashi
Publication, Distribution, etc.
日本経済国際共同センター
Publication Date
2010-05
Publication Date (W3CDTF)
2010-05
Periodical title
Discussion paper series. CIRJE-F
No. or year of volume/issue
CIRJE-F-745
Volume
CIRJE-F-745