Work

Lie-algebraic approach for pricing moving barrier options with time-dependent parameters

Year: 2005

Type: article

Source: Journal of Mathematical Analysis and Applications

DOI: 10.1016/j.jmaa.2005.11.068

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

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: bronze

Funder: Hong Kong Government

OpenAlex ID: W2006217490

FWCI: 1.141

Cites: 18

Cited by: 21

Related to: 10