A boundary element method to price time-dependent double barrier options (Q426959): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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| Property / Mathematics Subject Classification ID: 45D05 / rank | |||
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| Property / zbMATH DE Number: 6045818 / rank | |||
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barrier option | |||
| Property / zbMATH Keywords: barrier option / rank | |||
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double barrier | |||
| Property / zbMATH Keywords: double barrier / rank | |||
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time-dependent barrier | |||
| Property / zbMATH Keywords: time-dependent barrier / rank | |||
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boundary element method | |||
| Property / zbMATH Keywords: boundary element method / rank | |||
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Volterra integral equations | |||
| Property / zbMATH Keywords: Volterra integral equations / rank | |||
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Revision as of 23:00, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A boundary element method to price time-dependent double barrier options |
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A boundary element method to price time-dependent double barrier options (English)
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13 June 2012
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barrier option
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double barrier
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time-dependent barrier
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boundary element method
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Volterra integral equations
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