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Dias, J.C. & Nunes, J.P. (2012). The Valuation of Double Barrier Options under Multifactor Pricing Models. Mathematical Finance Days Conference.
J. C. Dias and J. P. Nunes, "The Valuation of Double Barrier Options under Multifactor Pricing Models", in Mathematical Finance Days Conf., Montreal, Canada, 2012
@misc{dias2012_1732200313462, author = "Dias, J.C. and Nunes, J.P.", title = "The Valuation of Double Barrier Options under Multifactor Pricing Models", year = "2012", howpublished = "Digital", url = "" }