Pricing double barrier options with fluctuating volatility (Q4648340)
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 6103857
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing double barrier options with fluctuating volatility |
scientific article; zbMATH DE number 6103857 |
Statements
9 November 2012
0 references
modified Black-Scholes environment
0 references
fluctuating volatility
0 references
conditional probability density function
0 references
0.8352562189102173
0 references
0.8235045075416565
0 references
0.8195343017578125
0 references
0.8033133745193481
0 references
0.7988594174385071
0 references
