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Q4688121 - MaRDI portal

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scientific article; zbMATH DE number 6961082
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English
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scientific article; zbMATH DE number 6961082

    Statements

    author
    Guangming Xue
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    Guohe Deng
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    publication date
    22 October 2018
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    zbMATH Keywords
    Bates model
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    discretely monitored barrier options
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    Fourier inverse transform
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    numerical examples
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65T50
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    91G20
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    zbMATH DE Number
    6961082
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