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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
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Perfect hedging under endogenous permanent market impacts
Fukasawa, Masaaki
;
Stadje, Mitja
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 417-442
Persistent link: https://www.econbiz.de/10011945800
Saved in:
4
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
Saved in:
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