A discrete-time algorithm for pricing double barrier options. (Q698352)
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scientific article; zbMATH DE number 1802766
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A discrete-time algorithm for pricing double barrier options. |
scientific article; zbMATH DE number 1802766 |
Statements
A discrete-time algorithm for pricing double barrier options. (English)
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21 October 2002
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