The following pages link to Pricing and hedging power options (Q1000415):
Displaying 22 items.
- Valuation of power options under Heston's stochastic volatility model (Q311037) (← links)
- Valuation of American partial barrier options (Q744405) (← links)
- Unifying exotic option closed formulas (Q1937834) (← links)
- The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
- Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
- American barrier option pricing formulas for currency model in uncertain environment (Q2121207) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- Outside barrier lookback options with floating strike (Q2132059) (← links)
- Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115) (← links)
- Employee Stock Options: An Up-and-Out Protected Barrier Call (Q3652703) (← links)
- Valuation formulae for window barrier options (Q4551196) (← links)
- valuation of options on joint minima and maxima (Q4551197) (← links)
- A new method for option pricing via time-fractional PDE (Q4556420) (← links)
- The pricing of dual-expiry exotics (Q4647600) (← links)
- (Q4968642) (← links)
- Lookback options with discrete and partial monitoring of the underlying price (Q4994409) (← links)
- (Q5083071) (← links)
- (Q5094642) (← links)
- Analytic solutions for American partial barrier options by exponential barriers (Q5208536) (← links)
- (Q5212203) (← links)
- Power Option Pricing Problem Based on Uncertain Mean-Reverting Stock Model with Floating Interest Rate (Q5244323) (← links)
- A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (Q5851725) (← links)
