A discrete-time algorithm for pricing double barrier options
| Year of publication: |
2001
|
|---|---|
| Authors: | Costabile, Massimo |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 24.2001, 1, p. 49-58
|
| Publisher: |
Springer |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010818292