"A numerical method for pricing discrete double barrier option by Legendre ..."

Amirhossein Sobhani, Mariyan Milev (2018)

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DOI: 10.1016/J.CAM.2017.07.033

access: closed

type: Journal Article

metadata version: 2020-02-20

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Amirhossein Sobhani, Mariyan Milev:
A numerical method for pricing discrete double barrier option by Legendre multiwavelet. J. Comput. Appl. Math. 328: 355-364 (2018)

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