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Very Fast Algorithms for Barrier Option Pricing and the Ballot Problem

Year: 1998

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.1998.407999

Author: Yuh-Dauh Lyuu

Institution: National Taiwan University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2005510709

FWCI: 2.963

Cites:

Cited by: 33

Related to: 10