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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: journal Applied Mathematical Finance, Volume 8, Issue 4 December 2001 , pages 197 - 208
Number of References: 14
Formats available: PDF (English)
Article Requests: Order Reprints : Request Permissions

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