Double barrier options under Lévy processes (Q3436458)
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scientific article; zbMATH DE number 5150472
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Double barrier options under Lévy processes |
scientific article; zbMATH DE number 5150472 |
Statements
8 May 2007
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barrier options
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Lévy processes
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Toeplitz operator
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0.8346897959709167
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0.8311107158660889
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0.8278571367263794
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0.8092967867851257
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0.8044760227203369
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