Valuation of American partial barrier options
Year of publication: |
2013
|
---|---|
Authors: | Jun, Doobae ; Ku, Hyejin |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 16.2013, 2, p. 167-191
|
Subject: | Partial barrier option | American option | Hitting time | Barrier approximation | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
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