Luca Vincenzo Ballestra, Graziella Pacelli. A boundary element method to price time-dependent double barrier options. Applied Mathematics and Computation, 218(8):4192-4210, 2011. [doi]
@article{BallestraP11,
title = {A boundary element method to price time-dependent double barrier options},
author = {Luca Vincenzo Ballestra and Graziella Pacelli},
year = {2011},
doi = {10.1016/j.amc.2011.09.050},
url = {http://dx.doi.org/10.1016/j.amc.2011.09.050},
researchr = {https://researchr.org/publication/BallestraP11},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {218},
number = {8},
pages = {4192-4210},
}