Efficient trinomial trees for local-volatility models in pricing double-barrier options

Lok, U.H.U.H.LokYUH-DAUH LYUU2021-05-052021-05-052020https://www.scopus.com/inward/record.url?eid=2-s2.0-85076215001&partnerID=40&md5=74cb21e20e26825c2f5633fbaad3ff4fhttps://scholars.lib.ntu.edu.tw/handle/123456789/559378[SDGs]SDG8Efficient trinomial trees for local-volatility models in pricing double-barrier optionsjournal article10.1002/fut.220802-s2.0-85076215001