Browsing School of Pure and Applied Sciences by Subject "Crank Nicolson"

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    • Crank Nicolson Approach for the Valuation of the Barrier Options 

      Babasola, O.L.; Ngare, Philip; Owoloko, E.A. (Research India Publications, 2018)
      Barrier options are considered to be cheaper than the standard options as they provide lower premiums which make them to be attractive to hedgers in the financial market. In this article, the numerical procedure for the ...