Keegan Mendonca

Publication Activity (10 Years)

Years Active: 2021-2021
Publications (10 Years): 1

Top Topics

Black Scholes Model

Double Exponential

Top Venues

Eur. J. Oper. Res.

Publications

Vasileios E. Kontosakos, Keegan Mendonca, Athanasios A. Pantelous, Konstantin Zuev
Pricing discretely-monitored double barrier options with small probabilities of execution. Eur. J. Oper. Res. 290 (1) (2021)