Pricing barrier options with numerical methods / Candice Natasha de Ponte
Barrier options are becoming more popular, mainly due to the reduced cost to hold a barrier option when compared to holding a standard call/put options, but exotic options are difficult to price since the payoff functions depend on the whole path of the underlying process, rather than on its value a...
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| Language: | en |
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North-West University
2013
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| Online Access: | http://hdl.handle.net/10394/8672 |