"A Linear Time Algorithm for Pricing European Sequential Barrier Options."

Peng Gao, Ron van der Meyden (2007)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2021-02-08

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  - electronic edition @ westernsydney.edu.au (open access)
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  dblp key:
  - conf/cats/GaoM07
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  persistent URL:
  - https://dblp.org/rec/conf/cats/GaoM07
Peng Gao, Ron van der Meyden:
A Linear Time Algorithm for Pricing European Sequential Barrier Options. CATS 2007: 55-62

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