Design of green bonds by double-barrier options (Q2182829): Difference between revisions

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+https://doi.org/10.3934/dcdss.2020110
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+W2971680893
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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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@@ Property / cites work @@
+Pricing double-barrier options under a flexible jump diffusion model
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@@ Property / cites work @@
+Analysis of quadrature methods for pricing discrete barrier options
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@@ Property / cites work @@
+An exact analytical solution for discrete barrier options
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@@ Property / cites work @@
+An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model
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+Q3630867
@@ Property / cites work: Q3630867 / rank @@
+Normal rank
@@ Property / cites work @@
+Multinomial Approximating Models for Options with k State Variables
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+Option pricing when underlying stock returns are discontinuous
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@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing inflation-linked bonds
@@ Property / cites work: Pricing inflation-linked bonds / rank @@
+Normal rank
@@ Property / cites work @@
+ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM
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@@ Property / Wikidata QID @@
+Q127231384
@@ Property / Wikidata QID: Q127231384 / rank @@
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