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scientific article; zbMATH DE number 6924811
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scientific article; zbMATH DE number 6924811

    Statements

    author
    Junkee Jeon
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    Ji-Hun Yoon
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    publication date
    24 August 2018
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    zbMATH Keywords
    discount barrier options
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    discount double barrier options
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    Mellin transform
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    method of images
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    Identifiers

    DOI
    10.4134/CKMS.c170060
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    Mathematics Subject Classification ID
    91G20
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    91G30
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    91G70
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    60H30
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    zbMATH DE Number
    6924811
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