Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm (Q3114680): Difference between revisions
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Latest revision as of 16:57, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm |
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Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm (English)
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19 February 2012
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Brownian motion
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multivariate normal probability
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evaluation technique
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discrete barrier options
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discrete lookback options
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