HEDGING DOUBLE BARRIERS WITH SINGLES (Q3023924): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION
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@@ Property / cites work @@
+Pricing Options With Curved Boundaries<sup>1</sup>
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@@ Property / cites work @@
+Pricing double barrier options using Laplace transforms
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024905002998
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+W2158765561
@@ Property / OpenAlex ID: W2158765561 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3023924