Hedging entry and exit decisions: Activating and deactivating barrier options.
Gauthier, Laurent
Journal of Applied Mathematics and Decision Sciences, Tome 6 (2002), p. 51-70 / Harvested from The Electronic Library of Mathematics
Publié le : 2002-01-01
DOI : https://doi.org/10.1155/S1173912602000044
EUDML-ID : urn:eudml:doc:122632
@article{01791696,
     title = {Hedging entry and exit decisions: Activating and deactivating barrier options.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {6},
     year = {2002},
     pages = {51-70},
     doi = {10.1155/S1173912602000044},
     zbl = {1011.91046},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01791696}
}
Gauthier, Laurent. Hedging entry and exit decisions: Activating and deactivating barrier options.. Journal of Applied Mathematics and Decision Sciences, Tome 6 (2002) pp. 51-70. doi : 10.1155/S1173912602000044. http://gdmltest.u-ga.fr/item/01791696/