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"Numerical method of pricing discretely monitored Barrier option."

Yicheng Hong, Sungchul Lee, Tianguo Li (2015)

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DOI: 10.1016/J.CAM.2014.08.022

access: open

type: Journal Article

metadata version: 2021-02-16

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  dblp key:
  - journals/jcam/HongLL15
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  - https://dblp.org/rec/journals/jcam/HongLL15
Yicheng Hong, Sungchul Lee, Tianguo Li:
Numerical method of pricing discretely monitored Barrier option. J. Comput. Appl. Math. 278: 149-161 (2015)

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