Closed form valuation of barrier options with stochastic barriers
Crossref DOI link: https://doi.org/10.1007/s10479-020-03860-w
Published Online: 2021-01-03
Published Print: 2022-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Guillaume, Tristan https://orcid.org/0000-0002-7928-7360
Text and Data Mining valid from 2021-01-03
Version of Record valid from 2021-01-03
Article History
Accepted: 3 November 2020
First Online: 3 January 2021