The evaluation of barrier option prices under stochastic volatility (Q356102): Difference between revisions

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+https://doi.org/10.1016/j.camwa.2012.03.103
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+W2039766938
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@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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@@ Property / cites work @@
+Multi‐asset barrier options and occupation time derivatives
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@@ Property / cites work @@
+The valuation of American barrier options using the decomposition technique
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+PDE methods for pricing barrier options
@@ Property / cites work: PDE methods for pricing barrier options / rank @@
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+The Pricing of Options and Corporate Liabilities
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+A fourth-order smoothing scheme for pricing barrier options under stochastic volatility
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+Q3433874
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+THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES
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+Free boundary problems with nonlinear source terms
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+A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model
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+A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
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+Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions
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+The representation of American options prices under stochastic volatility and jump-diffusion dynamics
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+Publication:356102