Optimal control of European double barrier basket options (Q3087040): Difference between revisions

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+A Continuity Correction for Discrete Barrier Options
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+Pricing and Hedging Path-Dependent Options Under the CEV Process
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+Pricing Multi-Asset Options with an External Barrier
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+Duality in static hedging of barrier options
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+Robust static hedging of barrier options in stochastic volatility models
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+Barrier options and their static hedges: simple derivations and extensions
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+HEDGING DOUBLE BARRIERS WITH SINGLES
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+Multi‐asset barrier options and occupation time derivatives
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