[HTML][HTML] Efficient and high accuracy pricing of barrier options under the CEV diffusion
Binomial and trinomial lattices are popular techniques for pricing financial options. These
methods work well for European and American options, but for barrier options, the need to …
methods work well for European and American options, but for barrier options, the need to …
Efficient and high accuracy pricing of barrier options under the CEV diffusion
N Thakoor, DY Tangman, M Bhuruth - Journal of Computational and …, 2014 - infona.pl
Binomial and trinomial lattices are popular techniques for pricing financial options. These
methods work well for European and American options, but for barrier options, the need to …
methods work well for European and American options, but for barrier options, the need to …
Efficient and high accuracy pricing of barrier options under the CEV diffusion
N Thakoor, DY Tangman, M Bhuruth - 2014 - dl.acm.org
Binomial and trinomial lattices are popular techniques for pricing financial options. These
methods work well for European and American options, but for barrier options, the need to …
methods work well for European and American options, but for barrier options, the need to …
Efficient and high accuracy pricing of barrier options under the CEV diffusion
N Thakoor, DY Tangman… - Journal of computational …, 2014 - dialnet.unirioja.es
Binomial and trinomial lattices are popular techniques for pricing financial options. These
methods work well for European and American options, but for barrier options, the need to …
methods work well for European and American options, but for barrier options, the need to …