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Two extensions to barrier option valuation - MaRDI portal

Two extensions to barrier option valuation (Q4994406)

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scientific article; zbMATH DE number 7360812
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English
Two extensions to barrier option valuation
scientific article; zbMATH DE number 7360812

    Statements

    title
    Two extensions to barrier option valuation (English)
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    author
    Peter Carr
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    publication date
    18 June 2021
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    zbMATH DE Number
    7360812
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    zbMATH Keywords
    option pricing
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    exotic options
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    OpenAlex ID
    W2167117533
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