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J-GLOBAL ID：201902211009220640   Reference number：19S1269432

Analytical pricing of single barrier options under local volatility models

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Author (2)：
Funahashi, Hideharu

About Funahashi, Hideharu

(Mizuho Securities Co. Ltd. and Tokyo Metropolitan University)

About Mizuho Securities Co. Ltd. and Tokyo Metropolitan University

, 
Kijima, Masaaki

About Kijima, Masaaki

(Graduate School of Social Sciences, Tokyo Metropolitan University)

About Graduate School of Social Sciences, Tokyo Metropolitan University


Material：
Quantitative Finance

About Quantitative Finance


Volume： 16  Issue： 6  Page： 867-886  Publication year： 2016 
JST Material Number： SCOPUS  ISSN： 1469-7688 
Country of issue： United Kingdom (GBR)  Language： English (EN)

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