Efficient and fast numerical method for pricing discrete double barrier option by projection method (Q2401999)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient and fast numerical method for pricing discrete double barrier option by projection method |
scientific article |
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Efficient and fast numerical method for pricing discrete double barrier option by projection method (English)
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6 September 2017
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double barrier option
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projection methods
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Black-Scholes model
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option pricing
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Legendre polynomials
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