An explicit finite difference approach to the pricing of barrier options (Q4541554): Difference between revisions

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Property / cites work: Multinomial Approximating Models for Options with k State Variables / rank
 
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Latest revision as of 11:06, 4 June 2024

scientific article; zbMATH DE number 1771950
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English
An explicit finite difference approach to the pricing of barrier options
scientific article; zbMATH DE number 1771950

    Statements

    An explicit finite difference approach to the pricing of barrier options (English)
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    4 September 2002
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    grid
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    discrete-time barrier options
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    option price
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