A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options (Q3445892)
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scientific article; zbMATH DE number 5162264
| Language | Label | Description | Also known as |
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| English | A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options |
scientific article; zbMATH DE number 5162264 |
Statements
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options (English)
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7 June 2007
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0.9007050395011902
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0.8939604759216309
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0.8894386887550354
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0.8540371060371399
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0.8338714241981506
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