Pricing discrete double barrier options with a numerical...

Pricing discrete double barrier options with a numerical method

Rostan, Pierre, Rostan, Alexandra, Racicot, François-Éric
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Volume:
16
Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/jam.2015.6
Date:
July, 2015
File:
PDF, 243 KB
english, 2015
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