A Continuity Correction for Discrete Barrier Options (Q2707182): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:07, 5 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
