Gianluca Fusai, I. David Abrahams, Carlo Sgarra. An exact analytical solution for discrete barrier options. Finance and Stochastics, 10(1):1-26, 2006. [doi]
@article{FusaiAS06,
title = {An exact analytical solution for discrete barrier options},
author = {Gianluca Fusai and I. David Abrahams and Carlo Sgarra},
year = {2006},
doi = {10.1007/s00780-005-0170-y},
url = {http://dx.doi.org/10.1007/s00780-005-0170-y},
researchr = {https://researchr.org/publication/FusaiAS06},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {10},
number = {1},
pages = {1-26},
}