Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm
| Year of publication: |
2001
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|---|---|
| Authors: | Tse, Wai Man ; Li, Leong Kwan ; Ng, Kai Wang |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 47.2001, 3, p. 383-393
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