Pricing Barrier Options with One-Factor Interest Rate Models

Kuan, Grace C. H.; Webber, Nick

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2003

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Kuan, Grace C. H.;

Webber, Nick

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Citation : Kuan, G.C.H. and Webber, N, (2003) Pricing Barrier Options with One-Factor Interest Rate Models. The Journal of Derivatives, 10 (4), pp. 33-50

Pricing Barrier Options with One-Factor Interest Rate Models

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