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Dias, J.C. & Nunes, J.P. (2012). The Valuation of Double Barrier Options under Multifactor Pricing Models. SIAM Conference on Financial Mathematics & Engineering.
J. C. Dias and J. P. Nunes, "The Valuation of Double Barrier Options under Multifactor Pricing Models", in SIAM Conf. on Financial Mathematics & Engineering, Minneapolis, Minnesota, USA, 2012
@misc{dias2012_1732206507066, author = "Dias, J.C. and Nunes, J.P.", title = "The Valuation of Double Barrier Options under Multifactor Pricing Models", year = "2012", howpublished = "Digital", url = "" }