✦ LIBER ✦

A Continuity Correction for Discrete Barrier Options

✍ Scribed by Mark Broadie; Paul Glasserman; Steven Kou

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Continuity correction for discrete barri

✍ Doobae Jun 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 224 KB

A discrete-time algorithm for pricing do

✍ Massimo Costabile 📂 Article 📅 2001 🏛 Springer Milan 🌐 English ⚖ 61 KB

An exact analytical solution for discret

✍ Gianluca Fusai; I. David Abrahams; Carlo Sgarra 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 261 KB

New Options for Barrier Contraception

✍ Patricia A. Yranski; Mary E. Gamache 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 203 KB

Continuity Corrections for Discrete Dist

✍ Shaul K. Bar-Lev; Camil Fuchs 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 162 KB

Using the continuous price as control va

✍ Kemal Dinçer Dingeç; Wolfgang Hörmann 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 230 KB