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Digital barrier options pricing: an improved Monte Carlo algorithm - MaRDI portal

Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005)

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Digital barrier options pricing: an improved Monte Carlo algorithm
scientific article

    Statements

    title
    Digital barrier options pricing: an improved Monte Carlo algorithm (English)
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    author
    Behzad Abbasi
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    Farahnaz Omidi
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    Kazem Nouri
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    Leila Torkzadeh
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    publication date
    14 August 2017
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    zbMATH Keywords
    digital option
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    double barrier
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    Monte Carlo simulation
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    uniform distribution
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65C05
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    91G20
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    zbMATH DE Number
    6760062
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    OpenAlex ID
    W2344001146
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    Wikidata QID
    Q59460718
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