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On pricing exponential square root barrier knockout European options - MaRDI portal

On pricing exponential square root barrier knockout European options

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Publication:1418789

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DOI10.1023/A:1021107418014zbMath1072.91023OpenAlexW3123108934MaRDI QIDQ1418789

Hajime Takahashi, Mayumi Morimoto

Publication date: 14 January 2004

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021107418014

zbMATH Keywords

asymptotic expansions barrier option square root barrier

Mathematics Subject Classification ID

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