Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274): Difference between revisions
From MaRDI portal
Latest revision as of 23:06, 15 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) |
scientific article |
Statements
Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (English)
0 references
20 June 2018
0 references
boundary element method
0 references
Black-Scholes
0 references
barrier options
0 references
greeks
0 references
time-dependent parameters
0 references
integral equations
0 references
0 references
0 references
0 references
0 references
0 references
