A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (Q5851725): Difference between revisions
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scientific article; zbMATH DE number 5662259
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries |
scientific article; zbMATH DE number 5662259 |
Statements
A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (English)
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25 January 2010
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exotic options
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double-barrier options
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method of images
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parity relations of double-barrier options
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