A highly accurate finite element method to price discrete double barrier options
A. Golbabai; L. V. Ballestra; D. Ahmadian
| Year of publication: |
2014
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|---|---|
| Authors: | Golbabai, A. ; Ballestra, L. V. ; Ahmadian, D. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 44.2014, 2, p. 153-173
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| Subject: | Discrete double barrier option | Finite element method | High-order accuracy | Repeated Richardson extrapolation | Black-Scholes | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010438023