Bumping Up Against the Barrier with the Binomial Method
Author:
Publisher
Pageant Media US
Subject
Economics and Econometrics,Finance
Cited by 139 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. Option Pricing Using a Skew Random Walk Binary Tree;Journal of Risk and Financial Management;2024-03-27
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4. Very fast algorithms for implied barriers and moving-barrier options pricing;Mathematics and Computers in Simulation;2023-03
5. Pricing multiasset time‐varying double‐barrier options with time‐dependent parameters;Journal of Futures Markets;2022-12-20
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