x****x 发帖数: 87 | 1 Kolkiewicz A. (2002)
Pricing and hedging more general double-barrier options, Journal of
computational Finance, 5, 21-29
by Kunitomo and Ikeda
(“Pricing Options With Curved Boundaries”, Mathematical Finance, October
1992, p275-298)
my email, f********[email protected]
many thanks! and happy new year! |
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