Efficient and fast numerical method for pricing discrete double barrier option by projection method

Rahman Farnoosh, Amirhossein Sobhani, Mohammad Hossein Beheshti. Efficient and fast numerical method for pricing discrete double barrier option by projection method. Computers & Mathematics with Applications, 73(7):1539-1545, 2017. [doi]

Authors

Rahman Farnoosh

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Amirhossein Sobhani

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Mohammad Hossein Beheshti

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