Pricing parisian and barriers by hitting time simulation

Research output: Contribution to journalArticleScientificpeer-review

12 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)137-156
Number of pages20
JournalThe European Journal of Finance
Volume14
Issue number1-2
Publication statusPublished - 2008

Keywords

  • Peer-lijst tijdschrift

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