Pricing external-chained barrier options with exponential barriers (Q2828687)
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scientific article; zbMATH DE number 6643636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing external-chained barrier options with exponential barriers |
scientific article; zbMATH DE number 6643636 |
Statements
26 October 2016
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chained option
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external barriers
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double barrier
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stochastic differential equations
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reflection principle
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double Mellin transform
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0.9222411
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0.91775876
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0.8968321
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0.8934382
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Pricing external-chained barrier options with exponential barriers (English)
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