Pricing double barrier options (Q2824904)
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scientific article; zbMATH DE number 6635377
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing double barrier options |
scientific article; zbMATH DE number 6635377 |
Statements
6 October 2016
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double barrier options
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reflection principle
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discrete method
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Pricing double barrier options (English)
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0.8707260489463806
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0.8568409085273743
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0.845207929611206
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0.8398157954216003
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0.8396846652030945
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