Numerical valuation of discrete double barrier options (Q847225)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Numerical valuation of discrete double barrier options |
scientific article; zbMATH DE number 5669189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical valuation of discrete double barrier options |
scientific article; zbMATH DE number 5669189 |
Statements
Numerical valuation of discrete double barrier options (English)
0 references
12 February 2010
0 references
discrete barrier options
0 references
Black-Scholes model
0 references
quadrature method
0 references
multivariate normal probability evaluation
0 references
exotics
0 references
0 references
0 references
