Pricing Barrier Options with One-Factor Interest Rate Models
Date
2003
Authors
Advisors
Journal Title
Journal ISSN
ISSN
Volume Title
Publisher
Institutional Investor Journals
Type
Article
Peer reviewed
Abstract
Description
Keywords
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