Numerical method for discrete double barrier option pricing with time-dependent parameters (Q2006488)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical method for discrete double barrier option pricing with time-dependent parameters |
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Numerical method for discrete double barrier option pricing with time-dependent parameters (English)
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11 October 2020
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double barrier option
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Black-Scholes model
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discrete monitoring
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time-dependent parameters
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option pricing
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greeks
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