Pricing Continuously Monitored Barrier Options on Discontinuously Traded Underlyings,

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Van Bommel, Jos

2012 • XX Foro de Finanzas

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https://hdl.handle.net/10993/5821

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Disciplines :

Finance

Author, co-author :

Van Bommel, Jos ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)

Language :

English

Title :

Pricing Continuously Monitored Barrier Options on Discontinuously Traded Underlyings,

Publication date :

2012

Event name :

XX Foro de Finanzas

Event place :

Oviedo, Spain

Event date :

2012

Audience :

International

Commentary :

this paper won the “Best Paper Award” of the Spanish Stock Exchange

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since 11 September 2013

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