Farnoosh, Rahman; Sobhani, Amirhossein; Beheshti, Mohammad Hossein Efficient and fast numerical method for pricing discrete double barrier option by projection method. (English) Zbl 1414.91410 Comput. Math. Appl. 73, No. 7, 1539-1545 (2017). MSC: 91G60 65M70 91G20 42C10 PDFBibTeX XMLCite \textit{R. Farnoosh} et al., Comput. Math. Appl. 73, No. 7, 1539--1545 (2017; Zbl 1414.91410) Full Text: DOI
Farnoosh, R.; Sobhani, Amirhossein; Rezazadeh, Hamidreza; Beheshti, Mohammad Hossein Numerical method for discrete double barrier option pricing with time-dependent parameters. (English) Zbl 1443.91329 Comput. Math. Appl. 70, No. 8, 2006-2013 (2015). MSC: 91G60 65M99 35K10 65D30 91G20 PDFBibTeX XMLCite \textit{R. Farnoosh} et al., Comput. Math. Appl. 70, No. 8, 2006--2013 (2015; Zbl 1443.91329) Full Text: DOI