Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process (Q4626177)
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scientific article; zbMATH DE number 7029988
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process |
scientific article; zbMATH DE number 7029988 |
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27 February 2019
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discrete barrier option
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Black-Scholes model
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constant parameters
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Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process (English)
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