A Continuity Correction for Discrete Barrier Options (Q2707182): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9965.00035 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2168954579 / rank | |||
Normal rank | |||
Latest revision as of 21:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Continuity Correction for Discrete Barrier Options |
scientific article |
Statements
A Continuity Correction for Discrete Barrier Options (English)
0 references
29 March 2001
0 references
path-dependent options
0 references
Siegmund's corrected diffusion approximation
0 references
level crossing probabilities
0 references
