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Correction: Pricing Options with Curved Boundaries (Mathematical Finance 1992, 2, 275–297)

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  • Naoto Kunitomo
  • Masayuki Ikeda

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Suggested Citation

  • Naoto Kunitomo & Masayuki Ikeda, 2000. "Correction: Pricing Options with Curved Boundaries (Mathematical Finance 1992, 2, 275–297)," Mathematical Finance, Wiley Blackwell, vol. 10(4), pages 459-459, October.
    • Handle: RePEc:bla:mathfi:v:10:y:2000:i:4:p:459-459
    DOI: 10.1111/1467-9965.00104
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    Cited by:

    1. J.L. Prigent & O. Scaillet, 2000. "Weak Convergence of Hedging Strategies of Contingent Claims," THEMA Working Papers 2000-50, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    2. Choe, Geon Ho & Koo, Ki Hwan, 2014. "Probability of multiple crossings and pricing of double barrier options," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 156-184.

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