A discrete-time algorithm for pricing double barrier options

Author: Costabile Massimo  

Publisher: Springer Publishing Company

ISSN: 1593-8883

Source: Decisions in Economics and Finance, Vol.24, Iss.1, 2001-05, pp. : 49-58

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next