Work

A Numerical Method for Discrete Single Barrier Option Pricing with Time-Dependent Parameters

Year: 2015

Type: article

Source: Computational Economics

DOI: 10.1007/s10614-015-9506-7

Authors: Rahman Farnoosh, Hamidreza Rezazadeh, Amirhossein Sobhani, M. Hossein Beheshti

Institutions: Iran University of Science and Technology, Islamic Azad University of Varamin

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W786706030

FWCI: 3.028

Cites: 30

Cited by: 17

Related to: 10