A numerical method for pricing discrete double barrier option by Chebyshev polynomials
Kamalzadeh, Fatemeh, Farnoosh, Rahman, Fathi, KianooshVolume:
14
Journal:
Mathematical Sciences
DOI:
10.1007/s40096-020-00319-8
Date:
March, 2020
File:
PDF, 1.01 MB
2020