Semi-Analytical Pricing of Barrier Options in a Hybrid Model of Stochastic and Local Volatility

Jiling Cao, Sheng Gong, Xi Li, Wenjun Zhang

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DOI: 10.3390/math14101651
Published: 2026-05-13
Container: Mathematics
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/math14101651,
  title = {Semi-Analytical Pricing of Barrier Options in a Hybrid Model of Stochastic and Local Volatility},
  author = {Jiling Cao and Sheng Gong and Xi Li and Wenjun Zhang},
  year = {2026},
  journal = {Mathematics},
  doi = {10.3390/math14101651},
  url = {https://doi.org/10.3390/math14101651}
}

RIS

TY  - JOUR
TI  - Semi-Analytical Pricing of Barrier Options in a Hybrid Model of Stochastic and Local Volatility
AU  - Jiling Cao
AU  - Sheng Gong
AU  - Xi Li
AU  - Wenjun Zhang
PY  - 2026
JO  - Mathematics
DO  - 10.3390/math14101651
UR  - https://doi.org/10.3390/math14101651
ER  -

APA

Cao, J., Gong, S., Li, X., & Zhang, W. (2026). Semi-Analytical Pricing of Barrier Options in a Hybrid Model of Stochastic and Local Volatility. Mathematics. https://doi.org/10.3390/math14101651

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crossref · retrieved 2026-11-10T06:35:43.696Z