DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (Q5411740)
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scientific article; zbMATH DE number 6288158
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English | DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS |
scientific article; zbMATH DE number 6288158 |
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DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (English)
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25 April 2014
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Black-Scholes model
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double barrier option
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digital option
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binary option
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structure floor
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occupation time
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corridor option
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