Pages that link to "Item:Q4226870"
From MaRDI portal
The following pages link to PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH (Q4226870):
Displayed 37 items.
- A boundary element method to price time-dependent double barrier options (Q426959) (← links)
- Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
- A note on first-passage times of continuously time-changed Brownian motion (Q654495) (← links)
- A discrete-time algorithm for pricing double barrier options. (Q698352) (← links)
- Cross a barrier to reach barrier options (Q764941) (← links)
- Pricing double-barrier options under a flexible jump diffusion model (Q833566) (← links)
- Pricing derivatives with barriers in a stochastic interest rate environment (Q844767) (← links)
- Analytic crossing probabilities for certain barriers by Brownian motion (Q939076) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Valuing time-dependent CEV barrier options (Q1040026) (← links)
- Stochastic time changes in catastrophe option pricing (Q1381450) (← links)
- PDE methods for pricing barrier options (Q1583144) (← links)
- Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
- Barrier options and touch-and-out options under regular Lévy processes of exponential type (Q1872362) (← links)
- Local time and the pricing of path-dependent options (Q2430252) (← links)
- Spectral binomial tree: new algorithms for pricing barrier options (Q2448315) (← links)
- Linear-time option pricing algorithms by combinatorics (Q2483085) (← links)
- PRICING AND HEDGING BARRIER OPTIONS IN A HYPER-EXPONENTIAL ADDITIVE MODEL (Q2786031) (← links)
- PRICING CHAINED OPTIONS WITH CURVED BARRIERS (Q2851563) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- A Generalization of Geometric Brownian Motion with Applications (Q3015918) (← links)
- DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929) (← links)
- Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741) (← links)
- Barrier option pricing: a hybrid method approach (Q3395743) (← links)
- PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS (Q3523603) (← links)
- THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256) (← links)
- A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes (Q3577151) (← links)
- Double barrier option under regime-switching exponential mean-reverting process (Q3636733) (← links)
- BARRIER OPTION PRICING BY BRANCHING PROCESSES (Q3655557) (← links)
- Combinatorial implications of nonlinear uncertain volatility models: the case of barrier options (Q4541566) (← links)
- valuation of options on joint minima and maxima (Q4551197) (← links)
- THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
- CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (Q4906512) (← links)
- VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521) (← links)
- FIRST PASSAGE TIMES FOR RISK-TRACKING PROXIES (Q5462701) (← links)
- A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (Q5851725) (← links)