Spectral binomial tree: new algorithms for pricing barrier options (Q2448315): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.cam.2012.10.036 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CAM.2012.10.036 / rank | |||
Normal rank | |||
Latest revision as of 17:20, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral binomial tree: new algorithms for pricing barrier options |
scientific article |
Statements
Spectral binomial tree: new algorithms for pricing barrier options (English)
0 references
30 April 2014
0 references
spectral methods
0 references
tridiagonal matrix
0 references
eigenvalue problems
0 references
double barrier options
0 references
rebates
0 references
