A Closed-Form Formula for an Option with Discrete and Continuous Barriers (Q3083786): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+A Continuity Correction for Discrete Barrier Options
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+The Numerical Evaluation of Certain Multivariate Normal Integrals
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+An exact analytical solution for discrete barrier options
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+Martingale methods in financial modelling.
@@ Property / cites work: Martingale methods in financial modelling. / rank @@
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