MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES (Q5487834)
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scientific article; zbMATH DE number 5052913
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| English | MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES |
scientific article; zbMATH DE number 5052913 |
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MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES (English)
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12 September 2006
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barrier option
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convexity
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volatility
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parabolic equation
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0.794731080532074
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0.7893213033676147
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0.7859475612640381
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0.768343448638916
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0.7591164112091064
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