Numerical method of pricing discretely monitored barrier option (Q475657)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Numerical method of pricing discretely monitored barrier option
scientific article

    Statements

    Numerical method of pricing discretely monitored barrier option (English)
    0 references
    0 references
    0 references
    0 references
    27 November 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    option pricing
    0 references
    barrier option
    0 references
    recombining tree
    0 references
    0 references