Analytic solution for American barrier options with two barriers (Q458329)
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scientific article; zbMATH DE number 6351999
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Analytic solution for American barrier options with two barriers |
scientific article; zbMATH DE number 6351999 |
Statements
Analytic solution for American barrier options with two barriers (English)
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7 October 2014
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analytic solution
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American option
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barriers
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chained option
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optimal exercise
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0.8817111253738403
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0.8536165952682495
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0.8340076208114624
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0.8183543086051941
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0.7825949788093567
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