Continuity correction for discrete barrier options with two barriers
type: Item
instance of: scholarly article
title: Continuity correction for discrete barrier options with two barriers
zbMATH Open document ID: 1260.91267
author: Doobae Jun
published in: Journal of Computational and Applied Mathematics
publication date: 2012-10-22T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 91B25
zbMATH DE Number: 6097324
zbMATH Keywords: chained option
zbMATH Keywords: discrete barrier option
zbMATH Keywords: discrete girsanov theorem
MaRDI profile type: Publication
full work available at URL: j.cam.2012.06.021
OpenAlex ID: W2093307376
DOI: 10.1016/J.CAM.2012.06.021
description: scientific article; zbMATH DE number 6097324