Analytic valuation of European continuous-installment barrier options (Q2315940)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7085979
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Analytic valuation of European continuous-installment barrier options |
scientific article; zbMATH DE number 7085979 |
Statements
Analytic valuation of European continuous-installment barrier options (English)
0 references
26 July 2019
0 references
installment option
0 references
European barrier option
0 references
free boundary value problem
0 references
recursive integration method
0 references
0 references
0 references
0 references
0.8579344153404236
0 references
0.8322568535804749
0 references
0.8235304355621338
0 references
0.8167769908905029
0 references
0.8011026382446289
0 references
