Analytic solutions for American partial barrier options by exponential barriers (Q5208536)
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scientific article; zbMATH DE number 7148841
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| English | Analytic solutions for American partial barrier options by exponential barriers |
scientific article; zbMATH DE number 7148841 |
Statements
8 January 2020
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American option
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partial barrier option
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exponential barrier
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Analytic solutions for American partial barrier options by exponential barriers (English)
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0.93794215
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0.91772676
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0.90988445
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0.89941907
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0.8747998
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0.8737904
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0.87212324
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0.86955607
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