Analytic valuation of European continuous-installment barrier options (Q2315940): Difference between revisions

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+https://doi.org/10.1016/j.cam.2019.06.021
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+W2954159030
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@@ Property / cites work @@
+Pricing, no-arbitrage bounds and robust hedging of instalment options
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+A dynamic programming approach to price installment options
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+Instalment Options: A Closed-Form Solution and the Limiting Case
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+LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS
@@ Property / cites work: LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS / rank @@
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+Installment options close to expiry
@@ Property / cites work: Installment options close to expiry / rank @@
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+Valuation of American continuous-installment options
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+American Continuous-Installment Options: Valuation and Premium Decomposition
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+Valuing continuous-installment options
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+A Variational Inequality Arising from European Installment Call Options Pricing
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+A variational inequality arising from American installment call options pricing
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+VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH
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+American continuous-installment options of barrier type
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+Mellin transform method for European option pricing with Hull-White stochastic interest rate
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+The pricing of vulnerable options with double Mellin transforms
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+Valuing vulnerable geometric Asian options
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+An integral equation representation approach for valuing Russian options with a finite time horizon
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+Pricing vulnerable path-dependent options using integral transforms
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+Turbo warrants under stochastic volatility
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+A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries
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+PDE methods for pricing barrier options
@@ Property / cites work: PDE methods for pricing barrier options / rank @@
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@@ Property / Wikidata QID @@
+Q127623323
@@ Property / Wikidata QID: Q127623323 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2315940