Pricing double barrier options using Laplace transforms
Year of publication: |
1999-10-29
|
---|---|
Authors: | Pelsser, Antoon |
Published in: |
Finance and Stochastics. - Springer. - Vol. 4.2000, 1, p. 95-104
|
Publisher: |
Springer |
Subject: | Option pricing | Laplace transform | contour integration |
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