Multi-step double barrier options
Year of publication: |
2022
|
---|---|
Authors: | Lee, Hangsuck ; Jeong, Himchan ; Lee, Minha |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-8
|
Subject: | Brownian motion | Esscher transform | Multi-step double barrier options | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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