Barrier option pricing: a hybrid method approach (Q3395743)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Barrier option pricing: a hybrid method approach |
scientific article |
Statements
Barrier option pricing: a hybrid method approach (English)
0 references
13 September 2009
0 references
barrier option
0 references
hybrid method
0 references
Laplace transform
0 references
finite-difference method
0 references
