Continuity correction for discrete barrier options with two barriers (Q455886)
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scientific article; zbMATH DE number 6097324
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| default for all languages | No label defined |
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| English | Continuity correction for discrete barrier options with two barriers |
scientific article; zbMATH DE number 6097324 |
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Continuity correction for discrete barrier options with two barriers (English)
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22 October 2012
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chained option
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discrete barrier option
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discrete girsanov theorem
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0.927034080028534
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0.8894386887550354
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0.8481281995773315
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0.8462440967559814
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