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"Analytic valuation of European continuous-installment barrier options."

Junkee Jeon, Sun-Yong Choi, Ji-Hun Yoon (2020)

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DOI: 10.1016/J.CAM.2019.06.021

access: closed

type: Journal Article

metadata version: 2023-06-26

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Junkee Jeon, Sun-Yong Choi, Ji-Hun Yoon:
Analytic valuation of European continuous-installment barrier options. J. Comput. Appl. Math. 363: 392-412 (2020)

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