An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351): Difference between revisions

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+Pricing and hedging derivative securities in markets with uncertain volatilities
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+Pricing and hedging long-term options
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+Reserving for maturity guarantees: Two approaches
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+Pricing American-style securities using simulation
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+A Theory of the Term Structure of Interest Rates
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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+Q3994952
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+Step Options
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+Shout options: A framework for pricing contracts which can be modified by the investor
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+Penalty methods for American options with stochastic volatility
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0165-1889(02)00058-1
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+W1998136474
@@ Property / OpenAlex ID: W1998136474 / rank @@
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