Numerical method for discrete double barrier option pricing with time-dependent parameters
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: Computers & Mathematics with Applications
سال: 2015
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2015.08.016