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Farnoosh, R., Sobhani, Amirhossein, Rezazadeh, Hamidreza, Beheshti, Mohammad Hossein (2015) Numerical method for discrete double barrier option pricing with time-dependent parameters. Computers & Mathematics with Applications, 70. 2006-2013 doi:10.1016/j.camwa.2015.08.016

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Reference TypeJournal (article/letter/editorial)
TitleNumerical method for discrete double barrier option pricing with time-dependent parameters
JournalComputers & Mathematics with Applications
AuthorsFarnoosh, R.Author
Sobhani, AmirhosseinAuthor
Rezazadeh, HamidrezaAuthor
Beheshti, Mohammad HosseinAuthor
Year2015 (October)Volume70
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2015.08.016Search in ResearchGate
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Mindat Ref. ID6576632Long-form Identifiermindat:1:5:6576632:1
GUID0
Full ReferenceFarnoosh, R., Sobhani, Amirhossein, Rezazadeh, Hamidreza, Beheshti, Mohammad Hossein (2015) Numerical method for discrete double barrier option pricing with time-dependent parameters. Computers & Mathematics with Applications, 70. 2006-2013 doi:10.1016/j.camwa.2015.08.016
Plain TextFarnoosh, R., Sobhani, Amirhossein, Rezazadeh, Hamidreza, Beheshti, Mohammad Hossein (2015) Numerical method for discrete double barrier option pricing with time-dependent parameters. Computers & Mathematics with Applications, 70. 2006-2013 doi:10.1016/j.camwa.2015.08.016
In(n.d.) Computers & Mathematics with Applications Vol. 70. Elsevier BV

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