Barrier option pricing: a hybrid method approach (Q3395743): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:00, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Barrier option pricing: a hybrid method approach |
scientific article |
Statements
Barrier option pricing: a hybrid method approach (English)
0 references
13 September 2009
0 references
barrier option
0 references
hybrid method
0 references
Laplace transform
0 references
finite-difference method
0 references
