Very fast algorithms for implied barriers and moving-barrier options pricing (Q2104341)
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scientific article; zbMATH DE number 7627995
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| English | Very fast algorithms for implied barriers and moving-barrier options pricing |
scientific article; zbMATH DE number 7627995 |
Statements
Very fast algorithms for implied barriers and moving-barrier options pricing (English)
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7 December 2022
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implied barrier
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option pricing
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algorithm
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moving-barrier option
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fast Fourier transform
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translation invariance
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0.9218855
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0.9076419
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0.9058944
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0.9038765
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0.89956844
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0.8951861
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0.8940771
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0.8891721
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