Multi-step reflection principle and barrier options

Hangsuck Lee, Gaeun Lee, Seongjoo Song

Year of publication:	2022
Authors:	Lee, Hangsuck ; Lee, Gaeun ; Song, Seongjoo
Subject:	barrier option \| Brownian motion \| Esscher transform \| icicles \| multi-step barrier \| multi-step reflection principle \| reflection principle \| Optionsgeschäft \| Option trading \| Optionspreistheorie \| Option pricing theory \| Stochastischer Prozess \| Stochastic process

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1002/fut.22306 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013187581