Hyperbolic Symmetrization of Heston Type Diffusion
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DOI: 10.1007/s10690-019-09269-1
Abstract: The symmetrization of diffusion processes was originally introduced by Imamura, Ishigaki and Okumura, and was applied to pricing of barrier options. The authors of the present paper previously introduced in Ida et al. (Pac J… read more here.
Keywords: symmetrization; diffusion; heston type; symmetrization heston ... See more keywords