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"Pricing Double Barrier Options by Combinatorial Approaches."

Tian-Shyr Dai, Yuh-Dauh Lyuu (2005)

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DOI: 10.1007/3-540-32391-0_116

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-26

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  dblp key:
  - conf/wstst/DaiL05
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  - https://dblp.org/rec/conf/wstst/DaiL05
Tian-Shyr Dai, Yuh-Dauh Lyuu:
Pricing Double Barrier Options by Combinatorial Approaches. WSTST 2005: 1131-1140

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