Continuously monitored barrier options under Markov processes

Title:	Continuously monitored barrier options under Markov processes
Authors:	Mijatovic, A Pistorius, M
Item Type:	Journal Article
Editors:	Madan, DB
Issue Date:	5-Jun-2011
URI:	http://hdl.handle.net/10044/1/22028
DOI:	https://dx.doi.org/10.1111/j.1467-9965.2011.00486.x
ISSN:	1467-9965
Publisher:	Wiley
Start Page:	1
End Page:	38
Journal / Book Title:	Mathematical Finance
Volume:	23
Issue:	1
Copyright Statement:	This is the peer reviewed version of the following article: Mijatović, A. and Pistorius, M. (2013), CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES. Mathematical Finance, 23: 1–38. doi: 10.1111/j.1467-9965.2011.00486.x, which has been published in final form at [http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9965.2011.00486.x/abstract].  This article may be used for non-commercial purposes in accordance With Wiley Terms and Conditions for self-archiving.
Publication Status:	Published
Appears in Collections:	Financial Mathematics Pure Mathematics Faculty of Natural Sciences Mathematics