Continuity correction : on the pricing of discrete double barrier options
Year of publication: |
2023
|
---|---|
Authors: | Luo, Sheng-Feng ; Wong, Hsin-Chieh |
Subject: | Continuity correction | Discrete option pricing | Double barrier option | Overshoot | Principle of smooth fit | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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