Correction to : Semi-analytical prices for lookback and barrier options under the Heston model (Decisions in Economics and Finance, (2019), 42, 2, (715-741), 10.1007/s10203-019-00254-x)
| dc.contributor.author | De Gennaro Aquino, Luca | |
| dc.contributor.author | Bernard, Carole | |
| dc.contributor.department | Department of Engineering | |
| dc.date.accessioned | 2026-10-09T11:14:01Z | |
| dc.date.available | 2026-10-09T11:14:01Z | |
| dc.date.issued | 2022-06 | |
| dc.description | Publisher Copyright: © 2021, The Author(s), under exclusive licence to Associazione per la Matematica Applicata alle Scienze Economiche e Sociali (AMASES). | en |
| dc.description.abstract | 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. | en |
| dc.format.extent | 3 | |
| dc.format.extent | 167515 | |
| dc.format.extent | 447-449 | |
| dc.identifier.citation | De Gennaro Aquino, L & Bernard, C 2022, 'Correction to : Semi-analytical prices for lookback and barrier options under the Heston model (Decisions in Economics and Finance, (2019), 42, 2, (715-741), 10.1007/s10203-019-00254-x)', Decisions in Economics and Finance, vol. 45, no. 1, pp. 447-449. https://doi.org/10.1007/s10203-021-00360-9 | en |
| dc.identifier.doi | 10.1007/s10203-021-00360-9 | |
| dc.identifier.issn | 1593-8883 | |
| dc.identifier.other | 251162026 | |
| dc.identifier.other | 6c143b7c-a2ae-4e5f-81d2-700a9e0e8456 | |
| dc.identifier.other | 85117935387 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.11815/8621 | |
| dc.language.iso | en | |
| dc.relation.ispartofseries | Decisions in Economics and Finance; 45(1) | en |
| dc.relation.url | https://www.scopus.com/pages/publications/85117935387 | en |
| dc.rights | info:eu-repo/semantics/openAccess | en |
| dc.subject | Barrier options | en |
| dc.subject | Derivatives pricing | en |
| dc.subject | Heston model | en |
| dc.subject | Lookback options | en |
| dc.subject | Path-dependent options | en |
| dc.subject | Stochastic volatility | en |
| dc.subject | Finance | en |
| dc.subject | General Economics,Econometrics and Finance | en |
| dc.title | Correction to : Semi-analytical prices for lookback and barrier options under the Heston model (Decisions in Economics and Finance, (2019), 42, 2, (715-741), 10.1007/s10203-019-00254-x) | en |
| dc.type | /dk/atira/pure/researchoutput/researchoutputtypes/contributiontojournal/comment | en |
Skrár
Original bundle
1 - 1 af 1
- Nafn:
- s10203-021-00360-9.pdf
- Stærð:
- 163.59 KB
- Snið:
- Adobe Portable Document Format