Double knock-out Asian barrier options which widen or contract as they approach maturity
Year of publication: |
2009
|
---|---|
Authors: | Atkinson, C. ; Kazantzaki, S. |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 9.2009, 3, p. 329-340
|
Publisher: |
Taylor & Francis Journals |
Subject: | Barrier options | Asian options | Differential equation method |
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