Multi‐asset barrier options and occupation time derivatives

DOI10.1080/1350486032000107352zbMath1089.91031OpenAlexW2039497605WikidataQ60148473 ScholiaQ60148473MaRDI QIDQ4811561

Yue Kuen Kwok, Hoi Ying Wong

Publication date: 6 September 2004

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1350486032000107352

zbMATH Keywords

multi assetsplitting direction

Mathematics Subject Classification ID

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