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Correction to: Semi-analytical prices for lookback and barrier options under the Heston model |
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| Authors: | De Gennaro Aquino,Luca,Bernard,Carole |
| Affiliation: | 1.Department of Accounting, Law and Finance, Grenoble Ecole de Management, 12 Rue Pierre Sémard, 38000, Grenoble, France ;2.Department of Economics and Political Sciences, Vrije Universiteit Brussel (VUB), Brussel, Belgium ; |
| Abstract: | Decisions in Economics and Finance - 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... |
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