Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307)
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scientific article; zbMATH DE number 7516056
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| English | Numerical method for pricing discretely monitored double barrier option by orthogonal projection method |
scientific article; zbMATH DE number 7516056 |
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Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (English)
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29 April 2022
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double barrier option
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orthogonal projection
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Chebyshev polynomial
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Black-Scholes model
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0.9439108
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0.93360853
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0.9293574
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0.9069731
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0.9067968
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0.9043493
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0.90429115
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0.8977525
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0.89522654
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