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An object-oriented framework for valuing shout options on high-performance computer architectures
Windcliff, H.; Vetzal, K. R.; Forsyth, P. A.; Verma, A.; … - In: Journal of Economic Dynamics and Control 27 (2003) 6, pp. 1133-1161
Persistent link: https://www.econbiz.de/10005229633
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PDE methods for pricing barrier options
Zvan, R.; Vetzal, K. R.; Forsyth, P. A. - In: Journal of Economic Dynamics and Control 24 (2000) 11-12, pp. 1563-1590
Persistent link: https://www.econbiz.de/10005205284