Barrier option pricing: a hybrid method approach (Q3395743)

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Barrier option pricing: a hybrid method approach
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    Statements

    title
    Barrier option pricing: a hybrid method approach (English)
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    author
    Andrew Minglong Wang
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    Yi-Long Hsiao
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    Yu-Hong Liu
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    publication date
    13 September 2009
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    zbMATH Keywords
    barrier option
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    hybrid method
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    Laplace transform
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    finite-difference method
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    Identifiers

    zbMATH DE Number
    5603441
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    OpenAlex ID
    W2004984094
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