Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307): Difference between revisions

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+Kazem Nouri
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+Leila Torkzadeh
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+Dumitru Baleanu
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+https://doi.org/10.3934/math.2021339
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+W3150108261
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+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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+Pricing double barrier options using Laplace transforms
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+The Pricing of Options and Corporate Liabilities
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+An exact analytical solution for discrete barrier options
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+Multigrid method for pricing European options under the CGMY process
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+Multinomial Approximating Models for Options with k State Variables
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+Numerical method of pricing discretely monitored barrier option
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+Efficient and fast numerical method for pricing discrete double barrier option by projection method
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+Numerical valuation of discrete double barrier options
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