A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (Q5851725): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/13504860903075480
+Normal rank
@@ Property / OpenAlex ID @@
+W1972412270
@@ Property / OpenAlex ID: W1972412270 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
+Normal rank
@@ Property / cites work @@
+Two Exotic Lookback Options
@@ Property / cites work: Two Exotic Lookback Options / rank @@
+Normal rank
@@ Property / cites work @@
+A NEW METHOD OF PRICING LOOKBACK OPTIONS
@@ Property / cites work: A NEW METHOD OF PRICING LOOKBACK OPTIONS / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Pricing and hedging power options
@@ Property / cites work: Pricing and hedging power options / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Options With Curved Boundaries<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
+Normal rank