Empirical Performance of Models for Barrier Option Valuation

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Empirical Performance of Models for Barrier Option Valuation. / Jessen, Cathrine; Poulsen, Rolf.

In: Quantitative Finance, Vol. 13, No. 1, 2012, p. 1-11.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Jessen, C & Poulsen, R 2012, 'Empirical Performance of Models for Barrier Option Valuation', Quantitative Finance, vol. 13, no. 1, pp. 1-11. https://doi.org/10.1080/14697688.2012.723820

APA

Jessen, C., & Poulsen, R. (2012). Empirical Performance of Models for Barrier Option Valuation. Quantitative Finance, 13(1), 1-11. https://doi.org/10.1080/14697688.2012.723820

Vancouver

Jessen C, Poulsen R. Empirical Performance of Models for Barrier Option Valuation. Quantitative Finance. 2012;13(1):1-11. https://doi.org/10.1080/14697688.2012.723820

Author

Jessen, Cathrine ; Poulsen, Rolf. / Empirical Performance of Models for Barrier Option Valuation. In: Quantitative Finance. 2012 ; Vol. 13, No. 1. pp. 1-11.

Bibtex

@article{755062a9392f442083313086091f3c48,
title = "Empirical Performance of Models for Barrier Option Valuation",
author = "Cathrine Jessen and Rolf Poulsen",
year = "2012",
doi = "10.1080/14697688.2012.723820",
language = "English",
volume = "13",
pages = "1--11",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge",
number = "1",

}

RIS

TY - JOUR

T1 - Empirical Performance of Models for Barrier Option Valuation

AU - Jessen, Cathrine

AU - Poulsen, Rolf

PY - 2012

Y1 - 2012

U2 - 10.1080/14697688.2012.723820

DO - 10.1080/14697688.2012.723820

M3 - Journal article

VL - 13

SP - 1

EP - 11

JO - Quantitative Finance

JF - Quantitative Finance

SN - 1469-7688

IS - 1

ER -

ID: 43559134