A Closed-Form Formula for an Option with Discrete and Continuous Barriers
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Publication:3083786
DOI10.1080/03610920903402605zbMath1208.91142MaRDI QIDQ3083786
Wisely Po-Hong Liu, Yuh-Dauh Lyuu, Chuan-Ju Wang, Chun-Ying Chen, Pei-Ju Chou, Jeff Yu-Shun Hsu
Publication date: 23 March 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903402605
91G20: Derivative securities (option pricing, hedging, etc.)
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