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Optimal control of European double barrier basket options
Hoppe, R. H. W.; Lipp, T.
Follow Journal of Numerical Mathematics , Volume 19 (2) de Gruyter – Jul 1, 2011
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- Title
- Optimal control of European double barrier basket options
- Author(s)
- Hoppe, R. H. W.; Lipp, T.
- Journal
- Follow Journal of Numerical Mathematics , Volume 19 (2) de Gruyter – Jul 1, 2011
- Publisher
- Walter de Gruyter
- Copyright
- ©© de Gruyter 2011
- ISSN
- 1570-2820
- eISSN
- 1569-3953
- D.O.I.
- 10.1515/JNUM.2011.006
- Publisher site
- Get PDF