Ronald H. W. Hoppe, Tobias Lipp. Optimal control of European double barrier basket options. J. Num. Math., 19(2):113-136, 2011. [doi]
@article{HoppeL11,
title = {Optimal control of European double barrier basket options},
author = {Ronald H. W. Hoppe and Tobias Lipp},
year = {2011},
doi = {10.1515/jnum.2011.006},
url = {http://dx.doi.org/10.1515/jnum.2011.006},
researchr = {https://researchr.org/publication/HoppeL11},
cites = {0},
citedby = {0},
journal = {J. Num. Math.},
volume = {19},
number = {2},
pages = {113-136},
}