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"Pricing discretely-monitored double barrier options with small ..."

Vasileios E. Kontosakos et al. (2021)

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DOI: 10.1016/J.EJOR.2020.07.044

access: closed

type: Journal Article

metadata version: 2020-12-29

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Vasileios E. Kontosakos, Keegan Mendonca, Athanasios A. Pantelous, Konstantin Zuev:
Pricing discretely-monitored double barrier options with small probabilities of execution. Eur. J. Oper. Res. 290(1): 313-330 (2021)

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