scholarly journals Barrier Option Pricing with Model Averaging Methods under Local Volatility Models

2011 ◽  
Vol 10 (1) ◽  
pp. 84-94 ◽  
Author(s):  
Nam-Hyoung Kim ◽  
Kyu-Hwan Jung ◽  
Jae-Wook Lee ◽  
Gyu-Sik Han
2012 ◽  
Vol 04 (03) ◽  
pp. 89-93 ◽  
Author(s):  
Deng Ding ◽  
Zuoqiu Weng ◽  
Jingya Zhao

IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 97846-97856 ◽  
Author(s):  
Rong Gao ◽  
Kaixiang Liu ◽  
Zhiguo Li ◽  
Rongjie Lv

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