Finance References

CLEWLOW, L. and C. STRICKLAND (1998): Implementing Derivatives Models. Chichester, West Sussex: John Wiley & Sons Ltd.

HULL, J. (1997): Options, Futures and Other Derivative Securities 3rd Edition. Upper Saddle River, New Jersey: Prentice-Hall.

JAMSHIDIAN, F. and Y. ZHU (1997): "Scenario Simulation: Theory and Methodology," Finance and Stochastics, 43-67: Springer Verlag.

KUNITOMO, N. and M. IKEDA (1992): "Pricing Options with Curved Boundaries," Mathematical Finance, Vol. 2, No. 4 October, 275-298.

RUBINSTEIN, M. and E. REINER (1991): "Breaking Down the Barriers," Risk, Vol. 4, No. 8 September, 30-35.