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Dias, J.C. & Nunes, J.P. (2010). Double Barrier Options Valuation under Multifactor Pricing Models. 6th World Congress of the Bachelier Finance Society.
J. C. Dias and J. P. Nunes, "Double Barrier Options Valuation under Multifactor Pricing Models", in 6th World Congr. of the Bachelier Finance Society, Toronto, Canada, 2010
@misc{dias2010_1732358049069, author = "Dias, J.C. and Nunes, J.P.", title = "Double Barrier Options Valuation under Multifactor Pricing Models", year = "2010", howpublished = "Digital", url = "" }