A numerical method for pricing discrete double barrier option by Legendre multiwavelet (Q2406310)
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scientific article; zbMATH DE number 6781168
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| English | A numerical method for pricing discrete double barrier option by Legendre multiwavelet |
scientific article; zbMATH DE number 6781168 |
Statements
A numerical method for pricing discrete double barrier option by Legendre multiwavelet (English)
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27 September 2017
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double and single barrier options
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Black-Scholes model
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option pricing
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Legendre multiwavelet
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0.8872102499008179
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0.8823753595352173
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0.8463712930679321
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0.8427516222000122
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0.8427070379257202
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