Pricing Continuously Monitored Barrier Options on Discontinuously Traded Underlyings,

Reference : Pricing Continuously Monitored Barrier Options on Discontinuously Traded Underlyings,


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/5821

Title :	Pricing Continuously Monitored Barrier Options on Discontinuously Traded Underlyings,
Language :	English
Author, co-author :	Van Bommel, Jos [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Publication date :	2012
Peer reviewed :	Yes
Audience :	International
Event name :	XX Foro de Finanzas
Event date :	2012
Event country :	Oviedo
Permalink :	http://hdl.handle.net/10993/5821
Commentary :	this paper won the “Best Paper Award” of the Spanish Stock Exchange

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