A numerical method for pricing discrete double barrier option by Legendre multiwavelet (Q2406310)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method for pricing discrete double barrier option by Legendre multiwavelet |
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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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