Showing 1 - 10 of 136
Persistent link: https://www.econbiz.de/10001718690
Persistent link: https://www.econbiz.de/10001661008
Persistent link: https://www.econbiz.de/10001487053
Persistent link: https://www.econbiz.de/10000953522
Persistent link: https://www.econbiz.de/10000988117
Persistent link: https://www.econbiz.de/10001238752
Persistent link: https://www.econbiz.de/10001692631
Persistent link: https://www.econbiz.de/10001663822
Persistent link: https://www.econbiz.de/10001472323
Double barrier options have become popular instruments in derivative markets. Several papers_new have already analyseddouble knock-out call and put options using different methods. In a recent paper, Geman and Yor (1996) deriveexpressions for the Laplace transform of the double barrrier option...
Persistent link: https://www.econbiz.de/10010232861