Analytic solution for American barrier options with two barriers
نویسندگان
چکیده
منابع مشابه
Analytic solution for American barrier options with two barriers
Article history: Received 24 November 2012 Available online 27 August 2014 Submitted by A. Sulem
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2015
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2014.08.047