Pricing Discrete Barrier and Hindsight Options with the...

Management Science 2001 / 03 Vol. 47; Iss. 3

Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm

Tse, Wai Man, Li, Leong Kwan, Ng, Kai Wang
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Volume:
47
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.47.3.383.9775
Date:
March, 2001
File:
PDF, 217 KB
english, 2001
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