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The evaluation of barrier option prices under stochastic volatility

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References

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2016A new hybrid parametric and machine learning model with homogeneity hint for European-style index option pricing

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43 cited

2021Wind Put Barrier Options Pricing Based on the Nordix Index26 cited

2021An Analytical Approximation Formula for Barrier Option Prices Under the Heston Model24 cited

2015Heston‐Type Stochastic Volatility with a Markov Switching Regime23 cited