The authors thank the associate editor and referees for helpful comments. This research has been supported by MITACS and NSERC.
PRICING CHAINED OPTIONS WITH CURVED BARRIERS
Article first published online: 13 FEB 2012
© 2012 Wiley Periodicals, Inc.
Volume 23, Issue 4, pages 763–776, October 2013
How to Cite
Jun, D. and Ku, H. (2013), PRICING CHAINED OPTIONS WITH CURVED BARRIERS. Mathematical Finance, 23: 763–776. doi: 10.1111/j.1467-9965.2011.00513.x
- Issue published online: 5 AUG 2013
- Article first published online: 13 FEB 2012
- Manuscript received March 2011; final revision received July 2011.
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