Title:

Unifying Exotic Option Closed Formulas

Authors:

Carlos Veiga (U Nova)
Uwe Wystup (MathFinance AG - Waldems)
Manuel L. Esquível (U Nova)

Journal:

Review Of Derivatives Research

Year:

2012

Volume:

15

Pages:

99-128

JEL code:

G13 - Contingent Pricing; Futures Pricing