Valuation of discrete barrier options by interpolations

Journal of Derivatives

Volumn 6, Issue 1, 1998, Pages 51-73

  Wei, Jason Z ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0008550132     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1998.408010     Document Type: Article

References (23)

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