Correction to: Semi-analytical prices for lookback and barrier options under the Heston model

被引：0
|
作者：
Luca De Gennaro Aquino
Carole Bernard
机构：
[1] Grenoble Ecole de Management,Department of Accounting, Law and Finance
[2] Vrije Universiteit Brussel (VUB),Department of Economics and Political Sciences
来源：
Decisions in Economics and Finance | 2022年 / 45卷
关键词：
Derivatives pricing; Lookback options; Barrier options; Path-dependent options; Heston model; Stochastic volatility; C65; G13;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this note, we point out a mistake in Theorem 1 of De De Gennaro Aquino and Bernard (Decis Econ Finance 42(2):715–741, 2019) and provide some missing references where the problem of pricing barrier options under the Heston model had previously been discussed.
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页码：447 / 449
页数：2
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