An exact analytical solution for discrete barrier options
| Year of publication: |
2006
|
|---|---|
| Authors: | Fusai, Gianluca ; Abrahams, I.David ; Sgarra, Carlo |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 10.2006, 1, p. 1-26
|