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Valuing Discrete Barrier Options on a Dirichlet Lattice

dc.contributor.authorKuan, Graceen_GB
dc.contributor.authorWebber, Nicken_GB
dc.contributor.departmentUniversity of Exeteren_GB
dc.contributor.departmentCass Business School, The City Universityen_GB
dc.date.accessioned2008-04-01T15:42:22Zen_GB
dc.date.accessioned2011-01-25T10:28:27Zen_GB
dc.date.accessioned2013-03-20T11:10:49Z
dc.date.issued2004en_GB
dc.identifier.urihttp://hdl.handle.net/10036/22074en_GB
dc.language.isoenen_GB
dc.publisherUniversity of Exeter, Xfi Centre for Finance and Investmenten_GB
dc.relation.ispartofseriesWorking paperen_GB
dc.relation.ispartofseries04/03en_GB
dc.relation.urlhttp://www.xfi.ex.ac.uk/workingpapers/0403.pdfen_GB
dc.subjectDiscrete Barrier Optionsen_GB
dc.subjectDirichlet Latticeen_GB
dc.titleValuing Discrete Barrier Options on a Dirichlet Latticeen_GB
dc.typeWorking Paperen_GB
dc.date.available2008-04-01T15:42:22Zen_GB
dc.date.available2011-01-25T10:28:27Zen_GB
dc.date.available2013-03-20T11:10:49Z
dc.identifier.issn1743-548Xen_GB
refterms.dateFOA2018-12-05T12:23:56Z


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