Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach
Crossref DOI link: https://doi.org/10.1007/s00780-015-0271-1
Published Online: 2015-08-14
Published Print: 2015-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Lingfei
Linetsky, Vadim
Text and Data Mining valid from 2015-08-14