Analytic solutions for American partial barrier options by exponential barriers (Q5208536): Difference between revisions
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| Property / cites work: ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS / rank | |||
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| Property / cites work: The valuation of American barrier options using the decomposition technique / rank | |||
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| Property / cites work: Pricing and hedging power options / rank | |||
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| Property / cites work: Optimal Stopping and the American Put / rank | |||
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| Property / cites work: Valuation of American partial barrier options / rank | |||
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| Property / cites work: A simple iterative method for the valuation of American options / rank | |||
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| Property / cites work: On the rate of convergence of the binomial tree scheme for American options / rank | |||
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Latest revision as of 09:10, 21 July 2024
scientific article; zbMATH DE number 7148841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic solutions for American partial barrier options by exponential barriers |
scientific article; zbMATH DE number 7148841 |
Statements
8 January 2020
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American option
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partial barrier option
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exponential barrier
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Analytic solutions for American partial barrier options by exponential barriers (English)
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