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Piecewise linear double barrier options

Authors :
Minha Lee
Hongjun Ha
Hangsuck Lee
Source :
Journal of Futures Markets. 42:125-151
Publication Year :
2021
Publisher :
Wiley, 2021.

Subjects

Subjects :
Piecewise linear function
Esscher transform
Economics and Econometrics
Accounting
Economics
Applied mathematics
Double barrier
General Business, Management and Accounting
Finance

Details

ISSN :
10969934 and 02707314
Volume :
42
Database :
OpenAIRE
Journal :
Journal of Futures Markets
Accession number :
edsair.doi...........6e60decb9aeb4e2ed94ff41b7c20dc84

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