Pricing barrier options with one-factor interest rate models

Journal of Derivatives

Volumn 10, Issue 4, 2003, Pages 33-50

  Kuan, Grace C H ^a   Webber, Nick ^b  

^a UNIVERSITY OF EXETER BUSINESS SCHOOL   (United Kingdom)

^b CITY UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33846352507     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2003.319204     Document Type: Article

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