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Valuation formulae for window barrier options 

Author: Grant F. Armstrong ^a

Affiliation:

a Debt Markets Trading, National Australia Bank, Level 32, 500 Bourke Street, Melbourne, 3000, Australia.

DOI: 10.1080/13504860210124607

Publication Frequency: 6 issues per year

Published in: Applied Mathematical Finance, Volume 8, Issue 4 December 2001 , pages 197 - 208

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Number of References: 14

Formats available: PDF (English)

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