Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005)
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scientific article; zbMATH DE number 6760062
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| English | Digital barrier options pricing: an improved Monte Carlo algorithm |
scientific article; zbMATH DE number 6760062 |
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Digital barrier options pricing: an improved Monte Carlo algorithm (English)
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14 August 2017
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digital option
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double barrier
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Monte Carlo simulation
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uniform distribution
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0.9290234446525574
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0.8331069350242615
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0.8250192999839783
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0.8245391249656677
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