Pricing down-and-out power options with exponentially curved barrier (Q1713232): Difference between revisions

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+https://doi.org/10.3934/naco.2018018
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@@ Property / OpenAlex ID @@
+W2811063428
@@ Property / OpenAlex ID: W2811063428 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Parisian exchange options
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+Option pricing: A simplified approach
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+Risk-neutral valuation of power barrier options
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+Pricing Options With Curved Boundaries<sup>1</sup>
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+AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS
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+A simple approach for pricing barrier options with time-dependent parameters
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+Q4905685
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+Brownian Motion in the Stock Market
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+Barrier options and their static hedges: simple derivations and extensions
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+Pricing Parisian and Parasian options analytically
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+Pricing Parisian down-and-in options
@@ Property / cites work: Pricing Parisian down-and-in options / rank @@
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@@ Property / Wikidata QID @@
+Q129550588
@@ Property / Wikidata QID: Q129550588 / rank @@
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