An efficient algorithm for pricing barrier options in arbitrage-free binomial models with calibrated drift terms (Q3568912)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient algorithm for pricing barrier options in arbitrage-free binomial models with calibrated drift terms |
scientific article |
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An efficient algorithm for pricing barrier options in arbitrage-free binomial models with calibrated drift terms (English)
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16 June 2010
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numerical methods for option pricing
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binomial trees
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risk management
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option pricing
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barrier option
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