Closed form valuation of barrier options with stochastic barriers (Q2151659)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed form valuation of barrier options with stochastic barriers |
scientific article |
Statements
Closed form valuation of barrier options with stochastic barriers (English)
0 references
5 July 2022
0 references
boundary crossing probability
0 references
first passage time probability
0 references
barrier option
0 references
stochastic barrier
0 references
option valuation
0 references
0 references
0 references
0 references
0 references
0 references
