DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (Q5411740)
From MaRDI portal
scientific article; zbMATH DE number 6288158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS |
scientific article; zbMATH DE number 6288158 |
Statements
DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (English)
0 references
25 April 2014
0 references
Black-Scholes model
0 references
double barrier option
0 references
digital option
0 references
binary option
0 references
structure floor
0 references
occupation time
0 references
corridor option
0 references
