An explicit finite difference approach to the pricing of barrier options (Q4541554)
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scientific article; zbMATH DE number 1771950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit finite difference approach to the pricing of barrier options |
scientific article; zbMATH DE number 1771950 |
Statements
An explicit finite difference approach to the pricing of barrier options (English)
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4 September 2002
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grid
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discrete-time barrier options
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option price
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