Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing double barrier options under a volatility regime-switching model with psychological barriers |
scientific article |
Statements
Pricing double barrier options under a volatility regime-switching model with psychological barriers (English)
0 references
30 November 2018
0 references
double barrier option
0 references
psychological barrier
0 references
regime switching
0 references
Laplace transform
0 references
delta
0 references
eigenfunction expansion
0 references
0 references
