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Pricing Stochastic Barrier Options under Hull-White Interest Rate Model

PAN Jian XIAO Qing-xian

东华大学学报（英文版）2016，Vol.33Issue(3)：433-438,6.

PAN Jian ¹XIAO Qing-xian²

作者信息

1. Business School, University of Shanghai for Science and Technology, Shanghai 200093, China
2. College of Mathematics and Computer Science, Gannan Normal University, Ganzhou 341000, China
折叠

stochastic barrier/Hull-White interest rate model/partial differential equation (PDE) methods/option pricing

stochastic barrier/Hull-White interest rate model/partial differential equation (PDE) methods/option pricing

管理科学

PAN Jian,XIAO Qing-xian..Pricing Stochastic Barrier Options under Hull-White Interest Rate Model[J].东华大学学报（英文版）,2016,33(3):433-438,6.

National Natural Science Foundations of China (Nos.11471175,11171221) （Nos.11471175,11171221）

ISSN：1672-5220

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