Keywords = Constant Parameters
Number of Articles: 1

Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process

Volume 9, Issue 2, December 2018, Pages 1-7

10.22075/ijnaa.2017.415.1060

Rahman Farnoosh, Hamidreza Rezazadeh, Amirhossein Sobhani, Masoud Hasanpour

International Journal of Nonlinear Analysis and Applications