A numerical method for pricing discrete double barrier option by Legendre multiwavelet
نویسندگان
چکیده
منابع مشابه
Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2018
ISSN: 0377-0427
DOI: 10.1016/j.cam.2017.07.033