Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274)
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scientific article; zbMATH DE number 6891986
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| English | Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) |
scientific article; zbMATH DE number 6891986 |
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Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (English)
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20 June 2018
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boundary element method
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Black-Scholes
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barrier options
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greeks
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time-dependent parameters
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integral equations
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0.8433879017829895
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0.8380039930343628
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0.831155002117157
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0.8149288296699524
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