Pricing discretely monitored barrier options by a Markov chain

Jin-Chuan Duan ...

Year of publication:	2003
Authors:	Duan, Jin-Chuan ; Dudley, Evan ; Gauthier, Geneviève ; Simonato, Jean-Guy
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. 10.2003, 4, p. 9-31
Subject:	Optionspreistheorie \| Option pricing theory \| Markov-Kette \| Markov chain \| Theorie \| Theory

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