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Date: 2003-10-31 13:23:00Options Barrier option BlackScholes model Option style Normal distribution Option | Mathematical Finance, Vol. 7, No. 4 (October 1997), 325–348 A CONTINUITY CORRECTION FOR DISCRETE BARRIER OPTIONS MARK BROADIE AND PAUL GLASSERMAN Columbia Business School, New York STEVEN KOUAdd to Reading ListSource URL: www.rmi.nus.edu.sgDownload Document from Source WebsiteFile Size: 213,78 KBShare Document on Facebook |