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

zbMATH Open1263.91015MaRDI QIDQ2908601FDOQ2908601

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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