Pricing Discretely Monitored Barrier Options by a Markov Chain
| 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 : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 10.2003, 4, p. 9-32
|