Semi-Analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab^® codes)

Data publikacji: 24 mar 2018

Zakres stron: 42 - 67

Otrzymano: 12 sty 2017

Przyjęty: 02 lut 2018

DOI: https://doi.org/10.1515/caim-2018-0004

Słowa kluczowe

Boundary Element Method, Black-Scholes, Barrier Options, Greeks, Time-Dependent Parameters, Integral Equations

© 2018

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.