Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit (Q2170290)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit |
scientific article |
Statements
Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit (English)
0 references
30 August 2022
0 references
double barrier options
0 references
time-dependent boundaries
0 references
time-dependent rebates-at-hit
0 references
semi-analytical solution
0 references
one-factor models
0 references
0 references
0.9252458
0 references
0.92103267
0 references
0.9101902
0 references
0.9019685
0 references
0.9016533
0 references
0.8990972
0 references
0.89882267
0 references
0.8972806
0 references
