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Dias, J.C. & Nunes, J.P. (2011). Double Barrier Options Valuation under Multifactor Pricing Models. 21st Annual Derivatives Securities and Risk Management Conference.
J. C. Dias and J. P. Nunes, "Double Barrier Options Valuation under Multifactor Pricing Models", in 21st Annu. Derivatives Securities and Risk Management Conf., Arlington, Virginia, USA, 2011
@misc{dias2011_1732203027453, author = "Dias, J.C. and Nunes, J.P.", title = "Double Barrier Options Valuation under Multifactor Pricing Models", year = "2011", howpublished = "Digital", url = "" }