"Very fast algorithms for implied barriers and moving-barrier options pricing."

Yu-Ming Lu, Yuh-Dauh Lyuu (2023)

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DOI: 10.1016/J.MATCOM.2022.09.018

access: closed

type: Journal Article

metadata version: 2023-01-15

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Yu-Ming Lu, Yuh-Dauh Lyuu:
Very fast algorithms for implied barriers and moving-barrier options pricing. Math. Comput. Simul. 205: 251-271 (2023)

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