scientific article; zbMATH DE number 6907833
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Publication:3175629
DOI10.3969/J.ISSN.1003-7985.2017.04.019zbMATH Open1399.91114MaRDI QIDQ3175629FDOQ3175629
Authors: Xiaoping Hu, Jie Cao 
Publication date: 18 July 2018
Title of this publication is not available (Why is that?)
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- Pricing early-exercise and discrete barrier options by Shannon wavelet expansions
- An explicit analytic formula for pricing barrier options with regime switching
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