Valuing double barrier options with time-dependent parameters by Fourier series expansion (Q3102303)
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scientific article; zbMATH DE number 5985620
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| English | Valuing double barrier options with time-dependent parameters by Fourier series expansion |
scientific article; zbMATH DE number 5985620 |
Statements
3 December 2011
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double barrier options
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Fourier series
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0.8333167433738708
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0.8185766935348511
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0.815693736076355
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0.7791034579277039
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