A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options
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Publication:3445892
DOI10.1080/13504860600858402zbMath1281.91166OpenAlexW2112479606MaRDI QIDQ3445892
Mario Steinberg, S. D. Howison
Publication date: 7 June 2007
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504860600858402
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Cites Work
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