The valuation of American barrier options using the decomposition technique

Bin Gao, Jingzhi Huang and Marti Subrahmanyam

Journal of Economic Dynamics and Control, 2000, vol. 24, issue 11-12, 1783-1827

Date: 2000
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Working Paper: The Valuation of American Barrier Options Using the Decomposition Technique (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:24:y:2000:i:11-12:p:1783-1827

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