An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846): Difference between revisions

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+https://doi.org/10.1016/j.jmaa.2016.11.061
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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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+Q3075650
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+A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries
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+Pricing double-barrier options under a flexible jump diffusion model
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+PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
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+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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+Option pricing with Mellin transforms
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+ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM
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@@ links / mardi / name / links / mardi / name @@
+Publication:504846