On the valuation of double barrier options: computational aspects


Schröder, Michael



Document Type: Article
Year of publication: 2000
The title of a journal, publication series: The Journal of Computational Finance
Volume: 3
Issue number: 4
Page range: 5-33
Place of publication: London
Publishing house: Infopro Digital Risk
ISSN: 1460-1559 , 1755-2850
Publication language: English
Institution: School of Business Informatics and Mathematics > Versicherungsmathematik (Bartels 1999-, Em)
Subject: 510 Mathematics




Dieser Eintrag ist Teil der Universitätsbibliographie.




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