Cross a barrier to reach barrier options (Q764941): Difference between revisions
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2011.12.038 / rank | |||
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Property / OpenAlex ID: W2030064313 / rank | |||
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Property / cites work: PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH / rank | |||
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Property / cites work: Window double barrier options / rank | |||
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Property / cites work: Pricing Options With Curved Boundaries<sup>1</sup> / rank | |||
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Property / cites work: Q4905685 / rank | |||
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Property / cites work: Martingale methods in financial modelling. / rank | |||
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Latest revision as of 00:41, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Cross a barrier to reach barrier options |
scientific article |
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Cross a barrier to reach barrier options (English)
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16 March 2012
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barrier option
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hitting time
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reflection principle
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