Numerical method of pricing discretely monitored barrier option (Q475657)
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scientific article; zbMATH DE number 6374495
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Numerical method of pricing discretely monitored barrier option |
scientific article; zbMATH DE number 6374495 |
Statements
Numerical method of pricing discretely monitored barrier option (English)
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27 November 2014
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option pricing
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barrier option
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recombining tree
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0.9362909
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0.93360853
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0.9218068
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0.91933703
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0.9074257
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0.9052672
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0.90395516
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