BARRIER OPTION PRICING BY BRANCHING PROCESSES
MITOV, GEORGI K., RACHEV, SVETLOZAR T., KIM, YOUNG SHIN, FABOZZI, FRANK J.Volume:
12
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024909005555
Date:
November, 2009
File:
PDF, 255 KB
english, 2009