Pricing the exotic: Path-dependent American options with stochastic barriers
| Autor: | Rojas-Bernal, Alejandro, Villamizar-Villegas, Mauricio |
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| Zdroj: | In Latin American Journal of Central Banking March 2021 2(1) |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Rojas-Bernal, Alejandro, Villamizar-Villegas, Mauricio |
|---|---|
| Zdroj: | In Latin American Journal of Central Banking March 2021 2(1) |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|