A numerical method for pricing discrete double barrier option by Chebyshev polynomials
Crossref DOI link: https://doi.org/10.1007/s40096-020-00319-8
Published Online: 2020-02-27
Published Print: 2020-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kamalzadeh, Fatemeh
Farnoosh, Rahman
Fathi, Kianoosh
Text and Data Mining valid from 2020-02-27
Version of Record valid from 2020-02-27
Article History
Received: 2 July 2019
Accepted: 21 January 2020
First Online: 27 February 2020