Semi-Analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab® codes)
24 mars 2018
À propos de cet article
Publié en ligne: 24 mars 2018
Pages: 42 - 67
Reçu: 12 janv. 2017
Accepté: 02 févr. 2018
DOI: https://doi.org/10.1515/caim-2018-0004
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© 2018
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.
Guardasoni, C.
Department of Mathematics, Physics and Computer Science, University of Parma,Parma, Italy