An explicit finite difference approach to the pricing of barrier options (Q4541554): Difference between revisions
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: Option pricing: A simplified approach / rank | |||
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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
Language | Label | Description | Also known as |
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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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