Numerical valuation of discrete double barrier options (Q847225): Difference between revisions

@@ Property / DOI @@
-.1016/j.cam.2009.10.029
@@ Property / DOI: 10.1016/j.cam.2009.10.029 / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2009.10.029
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@@ Property / OpenAlex ID @@
+W2148233817
@@ Property / OpenAlex ID: W2148233817 / 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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@@ Property / cites work @@
+Q4349551
@@ Property / cites work: Q4349551 / rank @@
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@@ Property / cites work @@
+A Continuity Correction for Discrete Barrier Options
+Normal rank
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+Monte Carlo methods for security pricing
@@ Property / cites work: Monte Carlo methods for security pricing / rank @@
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@@ Property / cites work @@
+An exact analytical solution for discrete barrier options
+Normal rank
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+Pricing double barrier options using Laplace transforms
+Normal rank
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+Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm
+Normal rank
@@ Property / cites work @@
+On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options
+Normal rank
@@ Property / cites work @@
+PDE methods for pricing barrier options
@@ Property / cites work: PDE methods for pricing barrier options / rank @@
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@@ Property / cites work @@
+Q5444297
@@ Property / cites work: Q5444297 / rank @@
+Normal rank
@@ Property / cites work @@
+Random walk duality and the valuation of discrete lookback options
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@@ Property / DOI @@
+.1016/J.CAM.2009.10.029
@@ Property / DOI: 10.1016/J.CAM.2009.10.029 / rank @@
+Normal rank