Pricing discrete double barrier options with a numerical method
Crossref DOI link: https://doi.org/10.1057/jam.2015.6
Published Online: 2015-03-26
Published Print: 2015-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Rostan, Pierre
Rostan, Alexandra
Racicot, François-Éric
Text and Data Mining valid from 2015-03-26