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