Empirical Performance of Models for Barrier Option Valuation

Cathrine Jessen, Rolf Poulsen

Research output: Contribution to journalJournal articleResearchpeer-review

403 Downloads (Pure)
Original languageEnglish
JournalQuantitative Finance
Volume13
Issue number1
Pages (from-to)1-11
Number of pages11
ISSN1469-7688
DOIs
Publication statusPublished - 2013

Cite this