The following pages link to Step Options (Q2757294):
Displayed 9 items.
- An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351) (← links)
- How the sojourn time distributions of Brownian motion are affected by different forms of conditioning. (Q1423051) (← links)
- Differential quadrature domain decomposition method for a class of parabolic equations (Q1770697) (← links)
- Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870) (← links)
- THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (Q3502163) (← links)
- COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY (Q3523604) (← links)
- Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates (Q4464013) (← links)
- THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
- Implicit solution of uncertain volatility/transaction cost option pricing models with discretely observed barriers. (Q5931564) (← links)