A closed-form formula for an option with discrete and continuous barriers
Journal
Communications in Statistics - Theory and Methods
Journal Volume
40
Journal Issue
2
Pages
345-357
Date Issued
2011
Author(s)
Chen, Chun-Ying
Chou, Pei-Ju
Hsu, Jeff Yu-Shun
Liu, Wisely Po-Hong
Lyuu, Yuh-Dauh
Wang, Chuan-Ju
Type
journal article