Pricing double barrier options using Laplace transforms

Antoon Pelsser

Year of publication:	2000
Authors:	Pelsser, Antoon André Jean
Other Persons:	Hui, Cho H. (contributor) ; Lo, C. F. (contributor) ; Yuen, P. H. (contributor)
Published in:	Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 4.2000, 1, p. 95-104
Subject:	Optionsgeschäft \| Option trading \| Theorie \| Theory

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10001487053

A service of the