Title of article
Analysis of quadrature methods for pricing discrete barrier options
Author/Authors
Gianluca Fusai، نويسنده , , Maria Cristina Recchioni، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
35
From page
826
To page
860
Keywords
Discrete monitoring , Barrier options , interpolation , Black–Scholes , Variance-Gamma , CEV process , Quadrature
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239017
Link To Document