Semi-Analytical Valuation for Discrete Barrier Options under Time-Dependent LLvy Processes
Lian, Guanghua, Zhu, Song-Ping, Elliott, Robert J. R., Cui, ZhenyuYear:
2016
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2865145
File:
PDF, 942 KB
english, 2016