Multiperiod conditional valuation of barrier options with incomplete information

被引：0
|
作者：
Valchev, Stoyan [1 ]
Tunaru, Radu [2 ]
Fabozzi, Frank J. [3 ]
机构：
[1] Integrated Credit Syst Ltd, Moscow, Russia
[2] Univ Kent, Kent Business Sch, Canterbury, Kent, England
[3] EDHEC Business Sch, Nice, France
来源：
QUANTITATIVE FINANCE | 2015年 / 15卷 / 07期
关键词：
D O I：
10.1080/14697688.2014.945472
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：1093 / 1102
页数：10
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