The barrier binary options
Min Gao, Zhenfeng Wei
| Year of publication: |
2020
|
|---|---|
| Authors: | Gao, Min ; Wei, Zhenfeng |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 10.2020, 1, p. 140-156
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| Subject: | Binary Option | Barrier Option | Arbitrage-Free Price | Optimal Stopping | Geometric Brownian Motion | Parabolic Free Boundary Problem | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative | Suchtheorie | Search theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2020.101010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545572