Analytic solution for American barrier options with two barriers
| Autor: | Jun, Doobae, Ku, Hyejin |
|---|---|
| Zdroj: | In Journal of Mathematical Analysis and Applications 1 February 2015 422(1):408-423 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Jun, Doobae, Ku, Hyejin |
|---|---|
| Zdroj: | In Journal of Mathematical Analysis and Applications 1 February 2015 422(1):408-423 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect