Antoon Pelsser. Pricing double barrier options using Laplace transforms. Finance and Stochastics, 4(1):95-104, 2000. [doi]
@article{Pelsser00,
title = {Pricing double barrier options using Laplace transforms},
author = {Antoon Pelsser},
year = {2000},
doi = {10.1007/s007800050005},
url = {http://dx.doi.org/10.1007/s007800050005},
researchr = {https://researchr.org/publication/Pelsser00},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {4},
number = {1},
pages = {95-104},
}