"Pricing double barrier options using Laplace transforms."

Antoon Pelsser (2000)

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DOI: 10.1007/S007800050005

access: closed

type: Journal Article

metadata version: 2024-02-05

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Antoon Pelsser:
Pricing double barrier options using Laplace transforms. Finance Stochastics 4(1): 95-104 (2000)

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