Multiperiod conditional valuation of barrier options with incomplete information

被引：0

作者：

Valchev, Stoyan ^{[1
]}

Tunaru, Radu ^{[2
]}

Fabozzi, Frank J. ^{[3
]}

机构：

[1] Integrated Credit Syst Ltd, Moscow, Russia

[2] Univ Kent, Kent Business Sch, Canterbury, Kent, England

[3] EDHEC Business Sch, Nice, France

来源：

关键词：

D O I：

10.1080/14697688.2014.945472

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：1093 / 1102

页数：10

共 12 条

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