PT  - JOURNAL ARTICLE
AU  - A. Itkin
AU  - D. Muravey
TI  - Semi-Analytical Pricing of Barrier Options in the Time-Dependent λ-SABR Model: Uncorrelated Case
AID  - 10.3905/jod.2022.1.166
DP  - 2022 Jul 19
TA  - The Journal of Derivatives
PG  - jod.2022.1.166
4099  - https://pm-research.com/content/early/2022/07/19/jod.2022.1.166.short
4100  - https://pm-research.com/content/early/2022/07/19/jod.2022.1.166.full
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