Numerical valuation of discrete double barrier options (Q847225)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical valuation of discrete double barrier options |
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Numerical valuation of discrete double barrier options (English)
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12 February 2010
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discrete barrier options
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Black-Scholes model
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quadrature method
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multivariate normal probability evaluation
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exotics
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