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    • Pricing barrier and lookback options using finite difference numerical methods 

      Umeorah, Nneka Ozioma (North-West University (South Africa) , Potchefstroom Campus, 2017)
      This research work focuses on the estimation of barrier and lookback option prices using finite difference numerical methods. Here, we aim at approximating the fair prices of the zero rebate up-and-out and down-and-out ...