Pricing near the barrier: the case of discrete knock-out options
| Author: | Manfred SteinerGND, Martin WallmeierGND, R. Hafner |
|---|---|
| Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/28186 |
| Parent Title (English): | The Journal of Computational Finance |
| Publisher: | Incisive Media |
| Place of publication: | London |
| Type: | Article |
| Language: | English |
| Year of first Publication: | 1999 |
| Release Date: | 2017/07/21 |
| Volume: | 3 |
| Issue: | 1 |
| First Page: | 69 |
| Last Page: | 90 |
| DOI: | https://doi.org/10.21314/JCF.1999.038 |
| Institutes: | Wirtschaftswissenschaftliche Fakultät |
