A numerical method for pricing discrete double barrier option by Chebyshev polynomials (Q2184388)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method for pricing discrete double barrier option by Chebyshev polynomials |
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A numerical method for pricing discrete double barrier option by Chebyshev polynomials (English)
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28 May 2020
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double barrier option
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Black-Scholes model
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option pricing
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Chebyshev polynomial
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