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
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