Shout options: A framework for pricing contracts which can be modified by the investor (Q5946736): Difference between revisions

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+Volatility skews and extensions of the Libor market model
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+A second order backward difference method with variable steps for a parabolic problem
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+A finite element approach to the pricing of discrete lookbacks with stochastic volatility
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+Valuation of Commodity-Based Swing Options
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+Q3994952
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+Some mathematical results in the pricing of American options
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+Valuation of segregated funds: shout options with maturity extensions.
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+An object-oriented framework for valuing shout options on high-performance computer architectures
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+Penalty methods for American options with stochastic volatility
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+Publication:5946736