Smooth asymptotics for the price of a DIC Barrier option in a binomial tree model

MaRDI QIDQ2908601zbMATH OpenFDO

Authors Jose Maria L. IV Escaner, Oliver Ian C. Wee

Publication date 5 September 2012

Published in Matimyás Matematika (Search for Journal in Brave)

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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