Barrier Option Pricing with Model Averaging Methods under Local Volatility Models |
Kim, Nam-Hyoung
(Department of Industrial and Management Engineering Pohang University of Science and Technology)
Jung, Kyu-Hwan (Department of Industrial and Management Engineering Pohang University of Science and Technology) Lee, Jae-Wook (Department of Industrial and Management Engineering Pohang University of Science and Technology) Han, Gyu-Sik (Division of Business Administration Chonbuk National University) |
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