An actuarial approach to pricing barrier options (Q825309): Difference between revisions

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+https://doi.org/10.1007/s13385-021-00266-1
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+W3133245455
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
@@ Property / cites work: PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS / rank @@
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+Actuarial bridges to dynamic hedging and option pricing
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+Barrier options and their static hedges: simple derivations and extensions
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+Stochastic calculus for finance. II: Continuous-time models.
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