A boundary element method to price time-dependent double barrier options (Q426959)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6045818
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A boundary element method to price time-dependent double barrier options |
scientific article; zbMATH DE number 6045818 |
Statements
A boundary element method to price time-dependent double barrier options (English)
0 references
13 June 2012
0 references
barrier option
0 references
double barrier
0 references
time-dependent barrier
0 references
boundary element method
0 references
Volterra integral equations
0 references
0 references
0 references
0.8984474539756775
0 references
0.8359681963920593
0 references
0.8353803157806396
0 references
0.8289905190467834
0 references
0.8243643641471863
0 references
