A boundary element method to price time-dependent double barrier options (Q426959): Difference between revisions

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+https://doi.org/10.1016/j.amc.2011.09.050
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+A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate
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+Q3965703
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+The Pricing of Options and Corporate Liabilities
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+Boundary element methods for potential problems
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+PDE methods for pricing barrier options
@@ Property / cites work: PDE methods for pricing barrier options / rank @@
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+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Pricing Options With Curved Boundaries<sup>1</sup>
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+Finite element solution of diffusion problems with irregular data
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+Fast accurate binomial pricing
@@ Property / cites work: Fast accurate binomial pricing / rank @@
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+An equilibrium characterization of the term structure
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+Publication:426959