"A boundary element method to price time-dependent double barrier options."

Luca Vincenzo Ballestra, Graziella Pacelli (2011)

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DOI: 10.1016/J.AMC.2011.09.050

access: closed

type: Journal Article

metadata version: 2020-02-21

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Luca Vincenzo Ballestra, Graziella Pacelli:
A boundary element method to price time-dependent double barrier options. Appl. Math. Comput. 218(8): 4192-4210 (2011)

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