Enhanced Numerical Methods for Options with Barriers
| Year of publication: |
1995
|
|---|---|
| Authors: | Derman, Emanuel ; Kani, Iraj ; Ergener, Deniz ; Bardhan, Indrajit |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 51.1995, 6, p. 65-74
|