Pricing double-barrier option with processes depending on various states of the economy
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2018 ◽
Vol 328
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pp. 355-364
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2016 ◽
Vol 40
(11-12)
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pp. 5819-5834
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2015 ◽
Vol 70
(8)
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pp. 2006-2013
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2018 ◽
Vol 48
(9)
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pp. 2254-2266
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2009 ◽
Vol 86
(6)
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pp. 964-981
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