Double barrier options with curved boundaries.

Alobaidi, Ghada; Mallier, Roland

Southwest Journal of Pure and Applied Mathematics [electronic only] (2003)

  • Volume: 2003, Issue: 1, page 66-72
  • ISSN: 1083-0464

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Alobaidi, Ghada, and Mallier, Roland. "Double barrier options with curved boundaries.." Southwest Journal of Pure and Applied Mathematics [electronic only] 2003.1 (2003): 66-72. <http://eudml.org/doc/232177>.

@article{Alobaidi2003,
author = {Alobaidi, Ghada, Mallier, Roland},
journal = {Southwest Journal of Pure and Applied Mathematics [electronic only]},
keywords = {options; financial derivatives; Green's function; integral equations},
language = {eng},
number = {1},
pages = {66-72},
publisher = {Cameron University, Lawton},
title = {Double barrier options with curved boundaries.},
url = {http://eudml.org/doc/232177},
volume = {2003},
year = {2003},
}

TY - JOUR
AU - Alobaidi, Ghada
AU - Mallier, Roland
TI - Double barrier options with curved boundaries.
JO - Southwest Journal of Pure and Applied Mathematics [electronic only]
PY - 2003
PB - Cameron University, Lawton
VL - 2003
IS - 1
SP - 66
EP - 72
LA - eng
KW - options; financial derivatives; Green's function; integral equations
UR - http://eudml.org/doc/232177
ER -

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