搜索结果: 1-1 共查到“数量经济学 Continuously monitored barrier options”相关记录1条 . 查询时间(0.286 秒)
Continuously monitored barrier options under Markov processes
Continuously monitored barrier options Markov processes
2010/11/2
In this paper we present an algorithm for pricing barrier options in one-dimensional Markov models. The approach rests on the construction of an approximating continuous-time Markov chain that closely...