Items where Author is "Abrahams, I. D."
Up a level
Group by: Type | No Grouping
Number of items: 1.
Green, R., Fusai, G. & Abrahams, I. D. (2010). The wiener-hopf technique and discretely monitored path-dependent option pricing. Mathematical Finance, 20(2), pp. 259-288. doi: 10.1111/j.1467-9965.2010.00397.x