Ken Palmer is partially supported by NSC (Taiwan) 97-2115-M-002 -011 -MY2.
CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL
Article first published online: 3 FEB 2012
© 2012 Wiley Periodicals, Inc.
Volume 23, Issue 2, pages 318–338, April 2013
How to Cite
Lin, J. and Palmer, K. (2013), CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL. Mathematical Finance, 23: 318–338. doi: 10.1111/j.1467-9965.2011.00501.x
- Issue published online: 5 MAR 2013
- Article first published online: 3 FEB 2012
- Manuscript received February 2010; final revision received January 2011.
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