Barrier option pricing: a hybrid method approach
Wang, Andrew Ming-Long; Liu, Yu-Hong; Hsiao, Yi-Long
- 期刊名称Quantitative Finance
- 作者Wang, Andrew Ming-Long; Liu, Yu-Hong; Hsiao, Yi-Long
- 卷第9卷
- 期第3期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小376.05KB
- 发表时间2009-04
- DOI10.1080/14697680802595593
- 页码341-352