Two-asset double barrier options
Hangsuck Lee, Hongjun Ha, Gaeun Lee, Byungdoo Kong
| Year of publication: |
2025
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|---|---|
| Authors: | Lee, Hangsuck ; Ha, Hongjun ; Lee, Gaeun ; Kong, Byungdoo |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 66.2025, 2, p. 1071-1106
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| Subject: | Double barrier options | Non-crossing probability | Non-overlapping double boundaries | Overlapping double boundaries | Two-dimensional Brownian motion | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-024-10695-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015590915