Comment on 'Pricing double barrier options using Laplace transforms' by Antoon Pelsser.

Cho-Hoi Hui Chi-Fai Lo P. H. Yuen

Published in: Finance Stochastics (2000)

Keyphrases

option pricing
black scholes model
double exponential
black scholes
stock price
data sets
news articles
search strategies
database
real time
genetic algorithm
multiscale
data structure
financial markets
decision analysis
pricing model