Step options

Mathematical Finance

Volumn 9, Issue 1, 1999, Pages 55-96

  Linetsky, Vadim ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Barrier options; Feynman Kac formula; Laplace transform; Occupation time; Path dependent options

Indexed keywords

EID: 0033483088     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9965.00063     Document Type: Article

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