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An efficient computational algorithm for pricing European, barrier and American options

Crossref DOI link: https://doi.org/10.1007/s40314-018-0605-7

Published Online: 2018-03-15

Published Print: 2018-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Abdi-Mazraeh, Somayeh https://orcid.org/0000-0003-3753-5474
Khani, Ali
License Information

Text and Data Mining valid from 2018-03-15
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Article History

Received: 14 May 2017

Revised: 16 February 2018

Accepted: 8 March 2018

First Online: 15 March 2018