A Closed-Form Formula for an Option with Discrete and Continuous Barriers (Q3083786): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1080/03610920903402605 / rank | |||
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Property / OpenAlex ID: W2085290823 / rank | |||
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Latest revision as of 22:19, 3 July 2024
scientific article
Language | Label | Description | Also known as |
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English | A Closed-Form Formula for an Option with Discrete and Continuous Barriers |
scientific article |
Statements
A Closed-Form Formula for an Option with Discrete and Continuous Barriers (English)
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23 March 2011
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analytical formula
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barrier option
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option pricing
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structured product
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