Barrier option pricing: a hybrid method approach (Q3395743): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+An explicit finite difference approach to the pricing of barrier options
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+Q5444297
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+Connecting discrete and continuous path-dependent options
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+Hybrid method for transient response of circular pins
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+Hybrid Laplace transform/finite element method for one-dimensional transient heat conduction problems
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+Hybrid Laplace transform/finite difference method for transient heat conduction problems
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+Numerical analysis for hyperbolic heat conduction
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+Analysis of two-dimensional hyperbolic heat conduction problems
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+Option pricing: A simplified approach
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+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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+Pricing Options With Curved Boundaries<sup>1</sup>
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+Pricing double barrier options using Laplace transforms
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