Comment on ``Pricing double barrier options using Laplace transforms by Antoon Pelsser
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Publication:1979082
DOI10.1007/s007800050006zbMath0940.91023OpenAlexW3124989200MaRDI QIDQ1979082
P. H. Yuen, Cho-Hoi Hui, Chi-Fai Lo
Publication date: 24 May 2000
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800050006
Initial-boundary value problems for second-order parabolic equations (35K20) Microeconomic theory (price theory and economic markets) (91B24) Initial value problems for second-order parabolic equations (35K15)
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