A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options

✍ Scribed by Golbabai, A.; Ballestra, L. V.; Ahmadian, D.

• Book ID: 120554091
• Publisher: Springer US
• Year: 2013
• Tongue: English
• Weight: 282 KB
• Volume: 44
• Category: Article
• ISSN: 1572-9974
• DOI: 10.1007/s10614-013-9388-5