Q5027046 (Q5027046): Difference between revisions

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+MaRDI publication profile
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+The Fourier-series method for inverting transforms of probability distributions
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+The valuation of American barrier options using the decomposition technique
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+Barrier options and touch-and-out options under regular Lévy processes of exponential type
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+PRICES AND SENSITIVITIES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS
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+VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES
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+Two extensions to barrier option valuation
@@ Property / cites work: Two extensions to barrier option valuation / rank @@
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+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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+A barrier option of American type
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+Pricing external barrier options in a regime-switching model
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+Pricing Options With Curved Boundaries<sup>1</sup>
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+CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL
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+Q4905685
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+Pricing double barrier options using Laplace transforms
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+An extension of the Euler Laplace transform inversion algorithm with applications in option pricing.
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+Barrier option pricing: a hybrid method approach
@@ Property / cites work: Barrier option pricing: a hybrid method approach / rank @@
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+Multi‐asset barrier options and occupation time derivatives
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