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Piecewise linear double barrier options

  • Published:2021-10-21 Issue:1 Volume:42 Page:125-151
  • ISSN:0270-7314
  • Container-title:Journal of Futures Markets
  • language:en
  • Short-container-title:J Futures Markets

Author:

Lee Hangsuck1,Ha Hongjun2,Lee Minha3ORCID

Affiliation:

1. Department of Actuarial Science/Mathematics Sungkyunkwan University Seoul Republic of Korea

2. Department of Mathematics Saint Joseph's University Philadelphia Pennsylvania USA

3. Department of Mathematics Sungkyunkwan University Seoul Republic of Korea

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Boyle–Romberg Trinomial Tree, a Highly Efficient Method for Double Barrier Option Pricing;Mathematics;2024-03-24

2. Min–max multi-step barrier options and their variants;The North American Journal of Economics and Finance;2023-07

3. Multi-step double barrier options;Finance Research Letters;2021-11
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