Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical method for pricing discretely monitored double barrier option by orthogonal projection method |
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Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (English)
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29 April 2022
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double barrier option
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orthogonal projection
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Chebyshev polynomial
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Black-Scholes model
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