Numerical method for discrete double barrier option pricing with time-dependent parameters (Q2006488)
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scientific article; zbMATH DE number 7258661
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Numerical method for discrete double barrier option pricing with time-dependent parameters |
scientific article; zbMATH DE number 7258661 |
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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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0.845207929611206
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0.842427670955658
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0.8411396741867065
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0.8391400575637817
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0.8359681963920593
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