Empirical Performance of Models for Barrier Option Valuation

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Standard

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

I: Quantitative Finance, Bind 13, Nr. 1, 2012, s. 1-11.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Jessen, C & Poulsen, R 2012, 'Empirical Performance of Models for Barrier Option Valuation', Quantitative Finance, bind 13, nr. 1, s. 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. I: Quantitative Finance. 2012 ; Bind 13, Nr. 1. s. 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