The following pages link to (Q4450668):
Displayed 16 items.
- Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
- Chapman-Kolmogorov lattice method for derivatives pricing (Q505800) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Using forward Monte-Carlo simulation for the valuation of American barrier options (Q1639295) (← links)
- Improving Brownian approximations for boundary crossing problems (Q1940752) (← links)
- Very fast algorithms for implied barriers and moving-barrier options pricing (Q2104341) (← links)
- A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
- Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
- Fast and accurate pricing of discretely monitored barrier options by numerical path integration (Q2461660) (← links)
- Pricing financial claims contingent upon an underlying asset monitored at discrete times (Q2476662) (← links)
- PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH (Q3521283) (← links)
- Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model (Q4976503) (← links)
- Analytical pricing of single barrier options under local volatility models (Q5001176) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)