Pricing an accumulator with continuous or discrete barrier
Ling Xin, Philip L. H. Yu, and Kin Lam
| Year of publication: |
2016
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| Authors: | Xin, Ling ; Yu, Philip L. H. ; Lam, Kin |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 24.2017, 4, p. 93-107
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| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011687431