An Efficient, and Fast Convergent Algorithm for Barrier Options (Q5434444)
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scientific article; zbMATH DE number 5223356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Efficient, and Fast Convergent Algorithm for Barrier Options |
scientific article; zbMATH DE number 5223356 |
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An Efficient, and Fast Convergent Algorithm for Barrier Options (English)
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4 January 2008
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barrier option
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combinatorics
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option pricing
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tree
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