Pricing chained options with curved barriers (Q2851563)
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scientific article; zbMATH DE number 6215366
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing chained options with curved barriers |
scientific article; zbMATH DE number 6215366 |
Statements
11 October 2013
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chained option
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exponential barrier
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curved barrier
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0.91775876
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0.8824711
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0.8763169
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0.8752087
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Pricing chained options with curved barriers (English)
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