Pricing discretely monitored barrier options under Markov processes through markov chain approximation
Year of publication: |
2021
|
---|---|
Authors: | Cui, Zhenyu ; Taylor, Stephen |
Published in: |
The journal of derivatives : JOD. - London : IPR Journals, ISSN 2168-8524, ZDB-ID 2048690-X. - Vol. 28.2021, 3, p. 8-33
|
Subject: | Derivatives | options | Optionspreistheorie | Option pricing theory | Markov-Kette | Markov chain | Optionsgeschäft | Option trading | Derivat | Derivative |
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