Pricing double barrier options using Laplace transforms

AAJ (Antoon) Pelsser

Research output: Contribution to journal › Article › Academic › peer-review

Research programs

@article{ce89826829df4ea79ad54fc67de5e3ab,

title = "Pricing double barrier options using Laplace transforms",

author = "Pelsser, \{AAJ (Antoon)\}",

year = "2000",

language = "Undefined/Unknown",

volume = "4",

pages = "95--105",

journal = "Finance and Stochastics",

issn = "0949-2984",

publisher = "Springer-Verlag",

number = "1",

}