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Dias, J.C. & Nunes, J.P. (2011). The Valuation of Double Barrier Options under Multifactor Pricing Models. International Conference on Mathematical Finance and Economics.
J. C. Dias and J. P. Nunes, "The Valuation of Double Barrier Options under Multifactor Pricing Models", in Int. Conf. on Mathematical Finance and Economics, Istanbul, Turkey, 2011
@misc{dias2011_1733301645854, author = "Dias, J.C. and Nunes, J.P.", title = "The Valuation of Double Barrier Options under Multifactor Pricing Models", year = "2011", howpublished = "Digital", url = "" }