Pricing double barrier options using Laplace transforms
Antoon Pelsser
| Year of publication: |
2000
|
|---|---|
| Authors: | Pelsser, Antoon André Jean |
| Other Persons: | Hui, Cho H. (contributor) ; Lo, C. F. (contributor) ; Yuen, P. H. (contributor) |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 4.2000, 1, p. 95-104
|
| Subject: | Optionsgeschäft | Option trading | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Kommentar S. 105 - 107 / C. H. Hui; C. F. Lo; P. H. Yuen In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001487053