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
Grace C.H. Kuan
A lecturer in finance at the University of Exeter's School of Business and Economics in Exeter, U.K.
Nick Webber
A senior lecturer in finance at the Cass Business School of the City University in London.
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In this issue
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