In-Out Parity Relations for American-Style Barrier Options

AuthID
P-00K-KW6
3
Author(s)
Ruas, JP
·
Nunes, JPV
·
Document Type
Article
Year published
2016
Published
in Journal of Derivatives, ISSN: 1074-1240
Volume: 23, Issue: 4, Pages: 20-32
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-84976568005
Source Identifiers
ISSN: 1074-1240
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