The Boyle–Romberg Trinomial Tree, a Highly Efficient Method for Double Barrier Option Pricing by Guillaume Leduc

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Numerical method for pricing discretely monitored double barrier option by orthogonal projection method by Kazem Nouri, Milad Fahimi, Leila Torkzadeh, Dumitru Baleanu

Subjects: “…double barrier option…”
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An Efficient Numerical Method for Pricing Double-Barrier Options on an Underlying Stock Governed by a Fractal Stochastic Process by Samuel Megameno Nuugulu, Frednard Gideon, Kailash C. Patidar

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