Pricing first-touch digitals with a multi-step double boundary and American barrier options
Hangsuck Lee, Hongjun Ha, Byungdoo Kong
| Year of publication: |
2024
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|---|---|
| Authors: | Lee, Hangsuck ; Ha, Hongjun ; Kong, Byungdoo |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 59.2024, Art.-No. 104699, p. 1-10
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| Subject: | American barrier option | Digital option | First-hitting time | Multi-step double boundary | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104699 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014445122