Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes)

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Publication:1642274

DOI10.1515/CAIM-2018-0004zbMath1393.65026OpenAlexW2799288191MaRDI QIDQ1642274

Chiara Guardasoni

Publication date: 20 June 2018

Published in: Communications in Applied and Industrial Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/caim-2018-0004




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