Valuation of American partial barrier options (Q744405)
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scientific article; zbMATH DE number 6347608
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuation of American partial barrier options |
scientific article; zbMATH DE number 6347608 |
Statements
Valuation of American partial barrier options (English)
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25 September 2014
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partial barrier option
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American option
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hitting time
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barrier approximation
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0.92619723
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0.9201766
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0.8864126
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0.8857074
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0.88529253
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0.8839579
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0.88127756
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