Pricing Discrete European Barrier Options Using Lattice Random Walks

✍ Scribed by Per Hörfelt

• Book ID: 108550518
• Publisher: John Wiley and Sons
• Year: 2003
• Tongue: English
• Weight: 175 KB
• Volume: 13
• Category: Article
• ISSN: 0960-1627
• DOI: 10.1111/1467-9965.t01-1-00178