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

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-.1016/j.cam.2009.10.029
@@ Property / DOI: 10.1016/j.cam.2009.10.029 / rank @@
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Q4349551
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+A Continuity Correction for Discrete Barrier Options
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+Monte Carlo methods for security pricing
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+An exact analytical solution for discrete barrier options
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+Pricing double barrier options using Laplace transforms
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+Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm
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+On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options
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+PDE methods for pricing barrier options
@@ Property / cites work: PDE methods for pricing barrier options / rank @@
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+Q5444297
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+Normal rank
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+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