Pricing and hedging barrier options
DOI10.1002/ASMB.2316zbMATH Open1396.91806OpenAlexW2793913907MaRDI QIDQ5374586FDOQ5374586
Authors: Estevão Jun. Rosalino, Allan Jonathan da Silva, J. Baczynski, Dorival Leão 
Publication date: 14 September 2018
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.2316
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Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)
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