A lattice algorithm for pricing moving average barrier options (Q975929)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A lattice algorithm for pricing moving average barrier options |
scientific article |
Statements
A lattice algorithm for pricing moving average barrier options (English)
0 references
11 June 2010
0 references
barrier option
0 references
moving average
0 references
lattice algorithm
0 references
forward shooting grid method
0 references
extrapolation
0 references
