A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes (Q6552966)
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scientific article; zbMATH DE number 7862737
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes |
scientific article; zbMATH DE number 7862737 |
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A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes (English)
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11 June 2024
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Wiener-Hopf factorization
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Lévy processes
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numerical methods
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option pricing
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computational finance
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