Pricing the exotic: Path-dependent American options with stochastic barriers
Crossref DOI link: https://doi.org/10.32468/be.1156
Published Online: 2021-03-02
Published Print: 2021-03-02
Update policy: https://doi.org/10.32468/politica.crossmark.br
Rojas-Bernal, Alejandro
Villamizar-Villegas, Mauricio http://orcid.org/0000-0001-8866-9638
Version of Record valid from 2021-03-08
Publication History
Published: 2021-03-08