Double barrier options with curved boundaries.
Alobaidi, Ghada ; Mallier, Roland
Southwest Journal of Pure and Applied Mathematics [electronic only], Tome 2003 (2003), p. 66-72 / Harvested from The Electronic Library of Mathematics
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Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:232177 
@article{01952942,
     title = {Double barrier options with curved boundaries.},
     journal = {Southwest Journal of Pure and Applied Mathematics [electronic only]},
     volume = {2003},
     year = {2003},
     pages = {66-72},
     zbl = {1035.91026},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01952942}
}

Alobaidi, Ghada; Mallier, Roland. Double barrier options with curved boundaries.. Southwest Journal of Pure and Applied Mathematics [electronic only], Tome 2003 (2003) pp. 66-72. http://gdmltest.u-ga.fr/item/01952942/