Yu-Ming Lu, Yuh-Dauh Lyuu. Very fast algorithms for implied barriers and moving-barrier options pricing. Mathematics and Computers in Simulation, 205:251-271, 2023. [doi]
@article{LuL23,
title = {Very fast algorithms for implied barriers and moving-barrier options pricing},
author = {Yu-Ming Lu and Yuh-Dauh Lyuu},
year = {2023},
doi = {10.1016/j.matcom.2022.09.018},
url = {https://doi.org/10.1016/j.matcom.2022.09.018},
researchr = {https://researchr.org/publication/LuL23},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {205},
pages = {251-271},
}