"Numerical method for discrete double barrier option pricing with ..."

Rahman Farnoosh et al. (2015)

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DOI: 10.1016/J.CAMWA.2015.08.016

access: open

type: Journal Article

metadata version: 2021-02-11

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  - https://dblp.org/rec/journals/cma/FarnooshSRB15
Rahman Farnoosh, Amirhossein Sobhani, Hamidreza Rezazadeh, Mohammad Hossein Beheshti:
Numerical method for discrete double barrier option pricing with time-dependent parameters. Comput. Math. Appl. 70(8): 2006-2013 (2015)

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