Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631)
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scientific article; zbMATH DE number 6987330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing double barrier options under a volatility regime-switching model with psychological barriers |
scientific article; zbMATH DE number 6987330 |
Statements
Pricing double barrier options under a volatility regime-switching model with psychological barriers (English)
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30 November 2018
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double barrier option
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psychological barrier
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regime switching
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Laplace transform
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delta
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eigenfunction expansion
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