Continuity correction for discrete barrier options with two barriers (Q455886)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Continuity correction for discrete barrier options with two barriers |
scientific article; zbMATH DE number 6097324
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuity correction for discrete barrier options with two barriers |
scientific article; zbMATH DE number 6097324 |
Statements
Continuity correction for discrete barrier options with two barriers (English)
0 references
22 October 2012
0 references
chained option
0 references
discrete barrier option
0 references
discrete girsanov theorem
0 references
