Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Double knock-out Asian barrier options which widen or contract as they approach maturity |
scientific article |
Statements
Double knock-out Asian barrier options which widen or contract as they approach maturity (English)
0 references
13 September 2009
0 references
barrier options
0 references
Asian options
0 references
differential equation method
0 references
0 references
