A discrete-time algorithm for pricing double barrier options

被引：0
|
作者：
Massimo Costabile
机构：
[1] Dipartimento di Organizzazione Aziendale e Amministrazione Pubblica,
[2] Università della Calabria,undefined
来源：
Decisions in Economics and Finance | 2001年 / 24卷 / 1期
关键词：
D O I：
10.1007/s102030170009
中图分类号：
学科分类号：
摘要：
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页码：49 / 58
页数：9
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