Primary Article

Pricing Barrier Options with One-Factor Interest Rate Models

Grace C.H. Kuan and Nick Webber
The Journal of Derivatives Summer 2003, 10 (4) 33-50; DOI: https://doi.org/10.3905/jod.2003.319204

Article Information

vol. 10 no. 4 33-50
DOI 
https://doi.org/10.3905/jod.2003.319204
Published By 
Pageant Media Ltd
Print ISSN 
1074-1240
Online ISSN 
2168-8524
History 
  • Published online May 31, 2003.
Copyright & Usage 
© 2003 Pageant Media Ltd

Author Information

  1. Grace C.H. Kuan
    1. A lecturer in finance at the University of Exeter's School of Business and Economics in Exeter, U.K. (g.c.kuan{at}exeter.ac.uk)
  2. Nick Webber
    1. A senior lecturer in finance at the Cass Business School of the City University in London. (nick.webber{at}city.ac.uk)
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Pricing Barrier Options with One-Factor Interest Rate Models
Grace C.H. Kuan, Nick Webber
The Journal of Derivatives May 2003, 10 (4) 33-50; DOI: 10.3905/jod.2003.319204
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