THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256)
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scientific article; zbMATH DE number 5697866
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING |
scientific article; zbMATH DE number 5697866 |
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THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (English)
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22 April 2010
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Wiener-Hopf technique
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discrete monitoring
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barrier
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hindsight
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first-touch
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double-barrier
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option pricing
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Padé approximants
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0.88230336
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0.86836565
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0.86027163
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0.84091175
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0.8336163
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