Double-sided parisian option pricing

JHM Anderluh, JAM van der Weide

Research output: Contribution to journalArticleScientificpeer-review

11 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)205-234
Number of pages30
JournalFinance and Stochastics
Volume13
Issue number2
Publication statusPublished - 2009

Keywords

  • Wiskunde en Informatica
  • Techniek
  • technische Wiskunde en Informatica
  • CWTS 0.75 <= JFIS < 2.00

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