An actuarial approach to pricing barrier options
Crossref DOI link: https://doi.org/10.1007/s13385-021-00266-1
Published Online: 2021-02-16
Published Print: 2021-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gerber, Hans U.
Shiu, Elias S. W. http://orcid.org/0000-0003-1137-0827
Yang, Jun
Funding for this research was provided by:
Principal Financial Group
Text and Data Mining valid from 2021-02-16
Version of Record valid from 2021-02-16
Article History
Received: 7 January 2021
Revised: 22 January 2021
Accepted: 25 January 2021
First Online: 16 February 2021