Pages that link to "Item:Q5851725"
From MaRDI portal
The following pages link to A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (Q5851725):
Displayed 15 items.
- Valuation of employee stock options using the exercise multiple approach and life tables (Q320251) (← links)
- Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631) (← links)
- Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719) (← links)
- Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
- Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
- A simple and efficient numerical method for pricing discretely monitored early-exercise options (Q2113697) (← links)
- Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
- (Q4582807) (← links)
- Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model (Q4683115) (← links)
- PRICING DOUBLE BARRIER OPTIONS ON HOMOGENEOUS DIFFUSIONS: A NEUMANN SERIES OF BESSEL FUNCTIONS REPRESENTATION (Q5242954) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)
- Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk (Q6161979) (← links)
- On the Problem of Pricing a Double Barrier Option in a Modified Black-Scholes Environment (Q6193843) (← links)