Pricing Barrier Options With Square Root Process
Year of publication: |
[2007]
|
---|---|
Authors: | Lo, Chi-Fai |
Other Persons: | Yuen, P. H. (contributor) ; Hui, Cho-Hoi (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: International Journal of Theoretical and Applied Finance, Vol. 4, No. 5, pp. 805-818, 2001 |
Classification: | F31 - Foreign Exchange ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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