The binomial interpolated lattice method for step double barrier options (Q2929371)
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scientific article; zbMATH DE number 6368708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The binomial interpolated lattice method for step double barrier options |
scientific article; zbMATH DE number 6368708 |
Statements
12 November 2014
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step double barrier options
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American options
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binomial method
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interpolation
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rate of convergence
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The binomial interpolated lattice method for step double barrier options (English)
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