Barrier option pricing: a hybrid method approach (Q3395743): Difference between revisions
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Revision as of 18:00, 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)
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13 September 2009
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barrier option
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hybrid method
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Laplace transform
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finite-difference method
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