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Valuing Discrete Barrier Options on a Dirichlet Lattice

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posted on 2025-07-30, 14:20 authored by Grace Kuan, Nick Webber
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Related Materials

  1. 1.
    ISSN - Is published in https://portal.issn.org/resource/ISSN/1743-548X
  2. 2.
    URL - References http://www.xfi.ex.ac.uk/workingpapers/0403.pdf

Publisher

University of Exeter, Xfi Centre for Finance and Investment

Language

en

FOA date

2018-12-05T12:23:56Z

Department

  • Finance and Accounting

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    University of Exeter

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    Keywords

    Discrete Barrier OptionsDirichlet Lattice

    Licence

    All rights reserved

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