Discount barrier option pricing with a stochastic interest rate: Mellin transform techniques and method of images (Q4582807)
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scientific article; zbMATH DE number 6924811
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| English | Discount barrier option pricing with a stochastic interest rate: Mellin transform techniques and method of images |
scientific article; zbMATH DE number 6924811 |
Statements
24 August 2018
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discount barrier options
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discount double barrier options
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Mellin transform
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method of images
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0.8066787123680115
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0.780978798866272
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0.7696343064308167
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0.7692908644676208
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0.7672167420387268
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