A numerical method for pricing discrete double barrier option by Chebyshev polynomials (Q2184388)
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scientific article; zbMATH DE number 7206078
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A numerical method for pricing discrete double barrier option by Chebyshev polynomials |
scientific article; zbMATH DE number 7206078 |
Statements
A numerical method for pricing discrete double barrier option by Chebyshev polynomials (English)
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28 May 2020
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double barrier option
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Black-Scholes model
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option pricing
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Chebyshev polynomial
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0.8823753595352173
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0.874873161315918
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0.8714385628700256
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0.8369651436805725
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0.8152762651443481
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