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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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2
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
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3
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
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