THE WIENER–HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING
Ross Green, Gianluca Fusai, I David AbrahamsVolume:
20
Year:
2010
Language:
english
Pages:
30
DOI:
10.1111/j.1467-9965.2010.00397.x
File:
PDF, 274 KB
english, 2010