Pricing window barrier options with a hybrid stochastic-local volatility model

Cite this paper

@article{Tian2014PricingWB, title={Pricing window barrier options with a hybrid stochastic-local volatility model}, author={Yu Tian and Zili Zhu and Geoffrey Lee and Thomas Lo and Fima C. Klebaner and Kais Hamza}, journal={2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)}, year={2014}, pages={370-377} }