search query: @freeterm Barrier options / total: 2
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1.
Extending quadrature methods to value multi-asset and complex path dependent options
Journal of Financial Economics
2007 : FEB, VOL. 83:2, p. 471-499
 2007 Andricopoulos, A.D. (et al.)
2.
Universal option valuation using quadrature methods
Journal of Financial Economics
2003 : MAR, VOL. 67:3, p. 447-471
 2003 Andricopoulos, A. D. (et al.)
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