An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351): Difference between revisions

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+Pricing and hedging derivative securities in markets with uncertain volatilities
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+Pricing and hedging long-term options
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+Reserving for maturity guarantees: Two approaches
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+Pricing American-style securities using simulation
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+A Theory of the Term Structure of Interest Rates
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+A finite element approach to the pricing of discrete lookbacks with stochastic volatility
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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+Q3994952
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+Step Options
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+Shout options: A framework for pricing contracts which can be modified by the investor
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+Penalty methods for American options with stochastic volatility
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