Work

Comment on 'Pricing double barrier options using Laplace transforms' by Antoon Pelsser

Year: 2000

Type: article

Source: Finance and Stochastics

DOI: 10.1007/s007800050006

Authors: C.H. Hui, C.F. Lo, P.H. Yuen

Institution: Chinese University of Hong Kong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1977175703

FWCI: 1.632

Cites: 6

Cited by: 26

Related to: 10