CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (Q4906512): Difference between revisions

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+A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE
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+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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+A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
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+Processes of normal inverse Gaussian type
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+VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES
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+A Continuity Correction for Discrete Barrier Options
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+SELF-DECOMPOSABILITY AND OPTION PRICING
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+Markov Processes, Brownian Motion, and Time Symmetry
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+Financial Modelling with Jump Processes
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+Integro-differential equations for option prices in exponential Lévy models
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+Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach
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+Hyperbolic distributions in finance
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+Q4272982
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+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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+Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme
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+Mimicking the one-dimensional marginal distributions of processes having an Ito differential
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+Equivalent Black volatilities
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+Calibration and hedging under jump diffusion
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+The Scaling and Squaring Method for the Matrix Exponential Revisited
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+A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes
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+A Jump-Diffusion Model for Option Pricing
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+Pricing Options With Curved Boundaries<sup>1</sup>
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+Lookback options and diffusion hitting times: a spectral expansion approach
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+THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
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+Spectral Expansions for Asian (Average Price) Options
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+CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES
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+Fast accurate binomial pricing
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+Q4937701
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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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+PDE methods for pricing barrier options
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