"On barrier option pricing in binomial market with transaction costs."

Chao Sun, Jing-Yang Yang, Sheng-Hong Li (2007)

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DOI: 10.1016/J.AMC.2006.12.028

access: closed

type: Journal Article

metadata version: 2020-02-21

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Chao Sun, Jing-Yang Yang, Sheng-Hong Li:
On barrier option pricing in binomial market with transaction costs. Appl. Math. Comput. 189(2): 1505-1516 (2007)

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