Pricing parisian and barriers by hitting time simulation

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	Undefined/Unknown
Pages (from-to)	137-156
Number of pages	20
Journal	The European Journal of Finance
Volume	14
Issue number	1-2
Publication status	Published - 2008

Keywords

@article{5511a39c46434d4c8314a7b73ec81639,

title = "Pricing parisian and barriers by hitting time simulation",

keywords = "Peer-lijst tijdschrift",

author = "JHM Anderluh",

year = "2008",

language = "Undefined/Unknown",

volume = "14",

pages = "137--156",

journal = "The European Journal of Finance",

issn = "1351-847X",

publisher = "Routledge - Taylor & Francis Group",

number = "1-2",

}