Please use this identifier to cite or link to this item: http://hdl.handle.net/2381/26812
Title: Fast and accurate pricing of barrier options under L,vy processes
Authors: Kudryavtsev, O
Levendorskii, S
First Published: 1-Sep-2009
Publisher: SPRINGER HEIDELBERG
Citation: FINANCE AND STOCHASTICS, 2009, 13 (4), pp. 531-562
DOI Link: 10.1007/s00780-009-0103-2
ISSN: 0949-2984
Links: http://hdl.handle.net/2381/26812
Type: Journal Article
Appears in Collections:Published Articles, Dept. of Mathematics

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