Barrier option pricing: a hybrid method approach (Q3395743): Difference between revisions

@@ Property / author @@
-Yu-Hong Liu
@@ Property / author: Yu-Hong Liu / rank @@
-Normal rank
@@ Property / author @@
+Yu-Hong Liu
@@ Property / author: Yu-Hong Liu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697680802595593
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@@ Property / OpenAlex ID @@
+W2004984094
@@ Property / OpenAlex ID: W2004984094 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+An explicit finite difference approach to the pricing of barrier options
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@@ Property / cites work @@
+Q5444297
@@ Property / cites work: Q5444297 / rank @@
+Normal rank
@@ Property / cites work @@
+Connecting discrete and continuous path-dependent options
+Normal rank
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+Hybrid method for transient response of circular pins
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@@ Property / cites work @@
+Hybrid Laplace transform/finite element method for one-dimensional transient heat conduction problems
+Normal rank
@@ Property / cites work @@
+Hybrid Laplace transform/finite difference method for transient heat conduction problems
+Normal rank
@@ Property / cites work @@
+Numerical analysis for hyperbolic heat conduction
@@ Property / cites work: Numerical analysis for hyperbolic heat conduction / rank @@
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@@ Property / cites work @@
+Analysis of two-dimensional hyperbolic heat conduction problems
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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@@ Property / cites work @@
+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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@@ Property / cites work @@
+Pricing Options With Curved Boundaries<sup>1</sup>
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@@ Property / cites work @@
+Pricing double barrier options using Laplace transforms
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