A lattice algorithm for pricing moving average barrier options
| Year of publication: |
2010
|
|---|---|
| Authors: | Garg, Kavita ; Singh, A. ; Debnath, A.K. ; Nayak, S.K. ; Chattopadhyay, S. ; Aswal, D.K. ; Hayakawa, Y. ; Gupta, S.K. ; Yakhmi, J.V. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 34.2010, 3, p. 542-555
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