Cross a barrier to reach barrier options (Q764941): Difference between revisions

@@ 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/10.1016/j.jmaa.2011.12.038
+Normal rank
@@ Property / OpenAlex ID @@
+W2030064313
@@ Property / OpenAlex ID: W2030064313 / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
+Normal rank
@@ Property / cites work @@
+Window double barrier options
@@ Property / cites work: Window double barrier options / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Options With Curved Boundaries<sup>1</sup>
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@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale methods in financial modelling.
@@ Property / cites work: Martingale methods in financial modelling. / rank @@
+Normal rank