Double barrier hitting time distributions with applications to exotic options

Insurance: Mathematics and Economics

Volumn 23, Issue 1, 1998, Pages 45-58

  Lin, X Sheldon ^a  

^a UNIVERSITY OF IOWA   (United States)

Author keywords

Barrier hitting probabilities; Exotic options; Laplace transform

Indexed keywords

EID: 0032585125     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-6687(98)00021-3     Document Type: Article

References (21)

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