Pricing General Barrier Options: A Numerical Approach Using Sharp Large Deviations

✍ Scribed by Paolo Baldi; Lucia Caramellino; Maria Gabriella Iovino

• Book ID: 108550514
• Publisher: John Wiley and Sons
• Year: 1999
• Tongue: English
• Weight: 168 KB
• Volume: 9
• Category: Article
• ISSN: 0960-1627
• DOI: 10.1111/1467-9965.t01-1-00071