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Pricing double barrier options using Laplace transforms
Pelsser, Antoon André Jean - In: Finance and stochastics 4 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001487053
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Markov-functional interest rate models
Hunt, Phil J.; Kennedy, Joanne; Pelsser, Antoon André Jean - In: Finance and stochastics 4 (2000) 4, pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
Cover Image
Pricing double barrier options using Laplace transforms
Pelsser, Antoon - In: Finance and stochastics 4 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10008217588