Empirical Performance of Models for Barrier Option Valuation

Cathrine Jessen, Rolf Poulsen

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@article{3eeacf008de84664a45de704c30944e9,

title = "Empirical Performance of Models for Barrier Option Valuation",

author = "Cathrine Jessen and Rolf Poulsen",

year = "2013",

doi = "10.1080/14697688.2012.723820",

language = "English",

volume = "13",

pages = "1--11",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Routledge",

number = "1",

}