Phelan, CE; Marazzina, D; Fusai, G; Germano, G; (2018) Fluctuation identities with continuous monitoring and their application to the pricing of barrier options. European Journal of Operational Research , 271 (1) pp. 210-223. 10.1016/j.ejor.2018.04.016 . Green open access
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Medicine by Alexandros G.Sfakianakis,Anapafseos 5 Agios Nikolaos,Crete 72100,Greece,tel :00302841026182 & 00306932607174
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Τρίτη 11 Δεκεμβρίου 2018
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
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