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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Pricing discretely monitored barrier options by a Markov chain
Duan, Jin-Chuan
;
Dudley, Evan
;
Gauthier, Geneviève
; …
- In:
The journal of derivatives : the official publication …
10
(
2003
)
4
,
pp. 9-31
Persistent link: https://www.econbiz.de/10001781756
Saved in:
2
Pricing Discretely Monitored Barrier Options by a Markov Chain
Duan, Jin-Chuan
;
Dudley, Evan
;
Gauthier, Geneviève
; …
- In:
The journal of derivatives : the official publication …
10
(
2003
)
4
,
pp. 9-32
Persistent link: https://www.econbiz.de/10005934305
Saved in:
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