PRICING CHAINED OPTIONS WITH CURVED BARRIERS (Q2851563): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1111/j.1467-9965.2011.00513.x
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+W2157724322
@@ Property / OpenAlex ID: W2157724322 / rank @@
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@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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@@ Property / cites work @@
+Window double barrier options
@@ Property / cites work: Window double barrier options / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Options With Curved Boundaries<sup>1</sup>
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@@ Property / cites work @@
+Pricing algorithms of multivariate path dependent options
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@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale methods in financial modelling.
@@ Property / cites work: Martingale methods in financial modelling. / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations of boundary crossing probabilities for a Brownian motion
+Normal rank
@@ Property / cites work @@
+Boundary crossing probability for Brownian motion
@@ Property / cites work: Boundary crossing probability for Brownian motion / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2851563