---
title: A Model-Free Approximation for Barrier Options in a General Stochastic Volatility Framework
url: https://www.ml-quant.com/papers/ssrn/4556330/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4556330
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4556330
featured: 2023-08-30
citations: 0
topic: Derivatives & Volatility
---


# A Model-Free Approximation for Barrier Options in a General Stochastic Volatility Framework

The article introduces a formula for calculating single barrier options in a stochastic volatility framework, not dependent on the model's form or parameters.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4556330
- Identifier: SSRN 4556330
- Released: 2023-08-30
- First featured: Quant Letter No. 14 (2023-08-30): https://www.ml-quant.com/issues/2023-08-30/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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