Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741)
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scientific article; zbMATH DE number 5603440
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Double knock-out Asian barrier options which widen or contract as they approach maturity |
scientific article; zbMATH DE number 5603440 |
Statements
Double knock-out Asian barrier options which widen or contract as they approach maturity (English)
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13 September 2009
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barrier options
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Asian options
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differential equation method
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0.81109685
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0.8066331
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0.7979624
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0.7920904
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0.78821194
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