PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS (Q3523603): Difference between revisions
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH / rank | |||
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| Property / cites work: Comment on ``Pricing double barrier options using Laplace transforms'' by Antoon Pelsser / rank | |||
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| Property / cites work: Pricing Options With Curved Boundaries<sup>1</sup> / rank | |||
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| Property / cites work: Applications of Eigenfunction Expansions in Continuous-Time Finance / rank | |||
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| Property / cites work: Pricing double barrier options using Laplace transforms / rank | |||
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Latest revision as of 16:01, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS |
scientific article |
Statements
PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS (English)
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3 September 2008
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barrier options
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constant elasticity of variance
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partial differential equation
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