ARTICLES - Pricing General Barrier Options: A Numerical Approach Using Sharp Large Deviations
| Year of publication: |
1999
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| Authors: | Baldi, Paolo ; Caramellino, Lucia ; Iovino, Maria Gabriella |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 9.1999, 4, p. 293-322
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