Digital barrier options pricing: an improved Monte Carlo algorithm
Crossref DOI link: https://doi.org/10.1007/s40096-016-0179-8
Published Online: 2016-04-28
Published Print: 2016-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nouri, Kazem
Abbasi, Behzad
Omidi, Farahnaz
Torkzadeh, Leila
License valid from 2016-04-28