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Review of derivatives research
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Pricing exotic options in a regime switching economy : a Fourier transform method
Hieber, Peter
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Review of derivatives research
21
(
2018
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2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10012055739
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Efficiently pricing double barrier derivatives in stochastic volatility models
Escobar, Marcos
;
Hieber, Peter
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Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
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pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
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