PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE...

International Journal of Theoretical and Applied Finance 2009 / 02 Vol. 12; Iss. 1

PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS

LABART, CÉLINE, LELONG, JÉRÔME
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Volume:
12
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024909005154
Date:
February, 2009
File:
PDF, 364 KB
english, 2009
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