VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2010.00469.x/fullpdf
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4. Boyarchenko , M. 2008 Carr's Randomization for Finite-Lived Barrier Options: Proof of Convergence http://papers.ssrn.com/abstract=1275666
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