Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach
Li, Lingfei, Linetsky, VadimVolume:
19
Language:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-015-0271-1
Date:
October, 2015
File:
PDF, 2.31 MB
english, 2015