Pricing exotic derivatives exploiting structure (Q299917): Difference between revisions

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+Arithmetic Brownian motion and real options
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+The Numerical Solution of Integral Equations of the Second Kind
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+On pricing lookback options under the CEV process
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+Pricing and Hedging Path-Dependent Options Under the CEV Process
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+Pricing Discretely Monitored Asian Options by Maturity Randomization
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+Analysis of quadrature methods for pricing discrete barrier options
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+Calculating the Singular Values and Pseudo-Inverse of a Matrix
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+CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL
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+Step Options
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+A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under Lévy Processes
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+A unifying approach to some old and new theorems on distribution and clustering
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