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Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.119-133
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Author(s): Dorfleitner, Gregor; Schneider, Paul; Hawlitschek, Kurt; Buch, Arne
Source: Quantitative Finance, 8 (2008) 2. p.119-133