An explicit finite difference approach to the pricing of...

An explicit finite difference approach to the pricing of barrier options

Boyle, Phelim P., Tian, Yisong (Sam)
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Volume:
5
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/135048698334718
Date:
March, 1998
File:
PDF, 424 KB
english, 1998
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