Pricing options with non-standard barrier mechanisms

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@article{208ccacd9da84f83af6bb2f013473f12,

title = "Pricing options with non-standard barrier mechanisms",

author = "JHM Anderluh and LE Meester",

year = "2013",

doi = "10.3905/jod.2013.21.2.075",

language = "English",

volume = "21",

pages = "75--88",

journal = "The Journal of Derivatives",

issn = "1074-1240",

publisher = "Institutional Investor, Inc",

number = "2",

}