Pricing discretely-monitored double barrier options with small probabilities of execution
Article in European Journal of Operational Research (April 2021)
The most recent citing publications are shown below. View all 6 publications that cite this research output on Dimensions.
Article in European Journal of Operational Research (April 2021)
Article in International Journal of Theoretical and Applied Finance (December 2020)
Preprint in arXiv (December 2019)