Open AccessEfficient option valuation of single and double barrier options
Author(s) -
Stanimir Kabaivanov,
Mariyan Milev,
Dessislava Koleva-Petkova,
Veselin Vladev
Publication year - 2017
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.5013939
Subject(s) - computer science , barrier option , valuation (finance) , exotic option , mathematical optimization , entropy (arrow of time) , inversion (geology) , valuation of options , principle of maximum entropy , mathematics , econometrics , artificial intelligence , finance , economics , paleontology , physics , quantum mechanics , structural basin , biology
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