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Very fast algorithms for implied barriers and moving-barrie..:
Lu, Yu-Ming
;
Lyuu, Yuh-Dauh
Mathematics and Computers in Simulation. 205 (2023) - p. 251-271 , 2023
Link:
https://doi.org/10.1016/j.matcom.2022.09.018
RT Journal T1 <Title>Very fast algorithms for implied barriers and moving-barrier options pricing</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.matcom.2022.09.018&Exemplar=1&LAN=DE A1 Lu, Yu-Ming A1 Lyuu, Yuh-Dauh PB Elsevier BV YR 2023 SN 0378-4754 JF Mathematics and Computers in Simulation VO 205 SP 251 OP 271 LK http://dx.doi.org/https://doi.org/10.1016/j.matcom.2022.09.018 DO https://doi.org/10.1016/j.matcom.2022.09.018 SF ELIB - SuUB Bremen
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