Double barrier hitting time distributions with applications to exotic options
| Year of publication: |
1998
|
|---|---|
| Authors: | Sheldon Lin, X. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 23.1998, 1, p. 45-58
|
| Publisher: |
Elsevier |