Work

Pricing Barrier Options with One-Factor Interest Rate Models

Year: 2003

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2003.319204

Authors: Grace C.H. Kuan, Nick Webber

Institutions: University of Exeter, City, University of London

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2145874009

FWCI: 1.601

Cites: 33

Cited by: 22

Related to: 10