Primary Article
Complex Barrier Options
Terry H.F. Cheuk and Ton C.F. Vorst
The Journal of Derivatives Fall 1996, 4 (1) 8-22; DOI: https://doi.org/10.3905/jod.1996.407958
Terry H.F. Cheuk
A Ph.D. candidate at Erasmus University in Rotterdam, the Netherlands.
Ton C.F. Vorst
Professor finance at Erasmus University and with the Erasmus Center for Financial Research in Rotterdam.
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Complex Barrier Options
Terry H.F. Cheuk, Ton C.F. Vorst
The Journal of Derivatives Aug 1996, 4 (1) 8-22; DOI: 10.3905/jod.1996.407958