Stock loan with automatic termination clause, cap and margin (Q630714): Difference between revisions

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+MaRDI publication profile
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+W2122809697
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+.1357
@@ Property / arXiv ID: 1005.1357 / rank @@
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+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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+MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
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+The Valuation of American Options on Multiple Assets
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+Analysis of pricing American options on the maximum (minimum) of two risk assets
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+The valuation of American call options on the minimum of two dividend-paying assets
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+Valuation of segregated funds: shout options with maturity extensions.
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+OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT
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+STOCK LOANS
@@ Property / cites work: STOCK LOANS / rank @@
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+Valuation of Stock Loans with Regime Switching
@@ Property / cites work: Valuation of Stock Loans with Regime Switching / rank @@
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+OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY
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+Capped stock loans
@@ Property / cites work: Capped stock loans / rank @@
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+Q4368791
@@ Property / cites work: Q4368791 / rank @@
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+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
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+Q4845598
@@ Property / cites work: Q4845598 / rank @@
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+Q4714465
@@ Property / cites work: Q4714465 / rank @@
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+Pricing Options With Curved Boundaries<sup>1</sup>
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+Local time and the pricing of path-dependent options
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+Pricing double barrier options using Laplace transforms
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+Comment on ``Pricing double barrier options using Laplace transforms'' by Antoon Pelsser
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+PDE methods for pricing barrier options
@@ Property / cites work: PDE methods for pricing barrier options / rank @@
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+Barrier options and touch-and-out options under regular Lévy processes of exponential type
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+Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
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+Analysis of quadrature methods for pricing discrete barrier options
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+On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts.
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+The valuation of American barrier options using the decomposition technique
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+Pricing General Barrier Options: A Numerical Approach Using Sharp Large Deviations
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+Fast and accurate pricing of barrier options under Lévy processes
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+A barrier option of American type
@@ Property / cites work: A barrier option of American type / rank @@
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