Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Barrier Option Pricing under the 2-Hypergeometric Stochastic Volatility
  Model   We investigate the pricing of financial options under the 2-hypergeometric
stochastic volatility model. This is an analytically tractable model that
reproduces the volatility smile and skew effects observed in empirical market
data.
  Using a regular perturbation method from asymptotic analysis of partial
differential equations, we derive an explicit and easily computable approximate
formula for the pricing of barrier options under the 2-hypergeometric
stochastic volatility model. The asymptotic convergence of the method is proved
under appropriate regularity conditions, and a multi-stage method for improving
the quality of the approximation is discussed. Numerical examples are also
provided.

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The categories of this paper are: cs
20
The categories of this paper are: acc-phys
30
The categories of this paper are: q-alg
36
The categories of this paper are: cmp-lg
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The categories of this paper are: hep-ex
28
The categories of this paper are: alg-geom
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The categories of this paper are: math-ph
29
The categories of this paper are: funct-an
33
The categories of this paper are: plasm-ph
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The categories of this paper are: nucl-ex
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The categories of this paper are: q-bio
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The categories of this paper are: physics
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The categories of this paper are: chao-dyn
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The categories of this paper are: dg-ga
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The categories of this paper are: gr-qc
37
The categories of this paper are: supr-con