"Efficient and fast numerical method for pricing discrete double barrier ..."

Rahman Farnoosh, Amirhossein Sobhani, Mohammad Hossein Beheshti (2017)

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DOI: 10.1016/J.CAMWA.2017.01.019

access: open

type: Journal Article

metadata version: 2021-02-11

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Rahman Farnoosh, Amirhossein Sobhani, Mohammad Hossein Beheshti:
Efficient and fast numerical method for pricing discrete double barrier option by projection method. Comput. Math. Appl. 73(7): 1539-1545 (2017)

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