A Closed-Form Formula for an Option with Discrete and Continuous Barriers (Q3083786): 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: A Continuity Correction for Discrete Barrier Options / rank | |||
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| Property / cites work: The Numerical Evaluation of Certain Multivariate Normal Integrals / rank | |||
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| Property / cites work: An exact analytical solution for discrete barrier options / rank | |||
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| Property / cites work: Martingale methods in financial modelling. / rank | |||
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Latest revision as of 21:19, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Closed-Form Formula for an Option with Discrete and Continuous Barriers |
scientific article |
Statements
A Closed-Form Formula for an Option with Discrete and Continuous Barriers (English)
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23 March 2011
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analytical formula
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barrier option
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option pricing
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structured product
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