A lattice algorithm for pricing moving average barrier options
Work
Year: 2009
Type: article
Authors Min Dai, Peifan Li, Jin E. Zhang
Institutions National University of Singapore, University of Hong Kong
Cites: 53
Cited by: 24
Related to: 10
FWCI: 1.584
Citation percentile (by year/subfield): 92.35
Subfield: Finance
Domain: Social Sciences
Open Access status: closed