Efficient Evaluation of Double-Barrier Options and Joint CPDF of a Levy Process and Its Two Extrema
Year of publication: |
2022
|
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Authors: | Boyarchenko, Svetlana ; Levendorskii, Sergei |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 30, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4262396 [DOI] |
Classification: | C02 - Mathematical Methods ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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