Implicit solution of uncertain volatility/transaction cost option pricing models with discretely observed barriers

✍ Scribed by P.A. Forsyth; K.R. Vetzal

• Book ID: 108415748
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 227 KB
• Volume: 36
• Category: Article
• ISSN: 0168-9274
• DOI: 10.1016/s0168-9274(00)00018-0