See discussions, stats, and author profiles for this publication at: https://www.researchgate.net/publication/33682122 Interest Rate Barrier Options Article · January 2002 DOI: 10.1007/978-1-4757-3613-7_16 · Source: OAI CITATIONS 2 READS 40 2 authors, including: Giovanni Barone-Adesi University of Lugano 78 PUBLICATIONS 1,839 CITATIONS SEE PROFILE All content following this page was uploaded by Giovanni Barone-Adesi on 18 December 2014. The user has requested enhancement of the downloaded file. All in-text references underlined in blue are added to the original document and are linked to publications on ResearchGate, letting you access and read them immediately.