Double-sided parisian option pricing

Journal Article (2009)

Author(s)

J.H.M. Anderluh (TU Delft - Applied Probability)

J.A.M. van der Weide (TU Delft - Applied Probability)

Research Group

Applied Probability

CWTS 0.75 <= JFIS < 2.00 Techniek Wiskunde en Informatica Technische Wiskunde en Informatica

To reference this document use:

More Info

expand_more

Publication Year

2009

Research Group

Applied Probability

Issue number

2

Volume number

13

Pages (from-to)

205-234

No files available

Metadata only record. There are no files for this record.