Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (2018)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.ejor.2018.04.016
Publication URI: http://dx.doi.org/10.1016/j.ejor.2018.04.016
Type: Journal Article/Review
Parent Publication: European Journal of Operational Research
Issue: 1