Original language | English |
---|---|
Journal | Quantitative Finance |
Volume | 13 |
Issue number | 1 |
Pages (from-to) | 1-11 |
Number of pages | 11 |
ISSN | 1469-7688 |
DOIs | |
Publication status | Published - Jan 2013 |
Empirical Performance of Models for Barrier Option Valuation
Cathrine Jessen, Rolf Poulsen