Continuity correction: on the pricing of discrete double barrier options (Q6154209)
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scientific article; zbMATH DE number 7820574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuity correction: on the pricing of discrete double barrier options |
scientific article; zbMATH DE number 7820574 |
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Continuity correction: on the pricing of discrete double barrier options (English)
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19 March 2024
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discrete option pricing
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double barrier option
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continuity correction
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principle of smooth fit
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overshoot
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