Pricing and hedging barrier options (Q5374586)
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scientific article; zbMATH DE number 6936355
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing and hedging barrier options |
scientific article; zbMATH DE number 6936355 |
Statements
Pricing and hedging barrier options (English)
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14 September 2018
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barrier option
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finite-difference method
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hedging
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no-arbitrage pricing
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risk-neutral measure
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0.82041335105896
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0.819943904876709
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0.8162062168121338
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0.8129262924194336
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0.8075491786003113
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