Open AccessNumerical method for pricing discretely monitored double barrier option by orthogonal projection method
Author(s) -
Kazem Nouri,
Milad Fahimi,
Leila Torkzadeh,
Dumitru Băleanu
Publication year - 2021
Publication title -
aims mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.329
H-Index - 15
ISSN - 2473-6988
DOI - 10.3934/math.2021339
Subject(s) - benchmark (surveying) , partial differential equation , chebyshev polynomials , projection (relational algebra) , mathematics , chebyshev filter , projection method , black–scholes model , numerical analysis , mathematical optimization , computer science , mathematical analysis , algorithm , dykstra's projection algorithm , econometrics , volatility (finance) , geodesy , geography