Barrier options: Image options and the road to barriers - The PDE approach is an elegant alternative way of pricing barrier options.
| Year of publication: |
2001
|
|---|---|
| Authors: | Buchen, Peter |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 14.2001, 9, p. 127-130
|