The evaluation of barrier option prices under stochastic volatility (Q356102): Difference between revisions

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+Multi‐asset barrier options and occupation time derivatives
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+The valuation of American barrier options using the decomposition technique
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+PDE methods for pricing barrier options
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+THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES
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+The representation of American options prices under stochastic volatility and jump-diffusion dynamics
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