Pricing Discretely Monitored Barrier Options by a Markov Chain

By J. Duan, Evan Dudley, Geneviève Gauthier, Jean-Guy Simonato. 2003

63 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/120b73b0b234d634b810cf27d9817611029d786f