Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631): Difference between revisions
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Revision as of 02:21, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing double barrier options under a volatility regime-switching model with psychological barriers |
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Pricing double barrier options under a volatility regime-switching model with psychological barriers (English)
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30 November 2018
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double barrier option
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psychological barrier
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regime switching
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Laplace transform
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delta
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eigenfunction expansion
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