Pages that link to "Item:Q4226870"

The following pages link to PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH (Q4226870):

Displaying 49 items.

• Barrier option under Lévy model: a PIDE and Mellin transform approach (Q272119) (← links)
• A boundary element method to price time-dependent double barrier options (Q426959) (← links)
• Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
• Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
• An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← 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)
• Valuation of American partial barrier options (Q744405) (← links)
• Cross a barrier to reach barrier options (Q764941) (← links)
• Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← 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)
• Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631) (← links)
• Valuation of American strangles through an optimized lower-upper bound approach (Q1655917) (← links)
• A hybrid finite difference method for pricing two-asset double barrier options (Q1666349) (← links)
• A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250) (← links)
• Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719) (← 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)
• Asian and Australian options: a common perspective (Q1994236) (← links)
• Barrier option pricing of mean-reverting stock model in uncertain environment (Q1997677) (← links)
• Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
• Outside barrier lookback options with floating strike (Q2132059) (← links)
• Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
• A note on Erdős and Kac's identity: boundary crossing probabilities of Brownian motion over constant boundaries. A finite Markov chain imbedding approach (Q2176388) (← links)
• American step options (Q2282524) (← 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)
• CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (Q4906512) (← links)
• VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521) (← links)
• (Q5027046) (← links)
• A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes (Q6140451) (← links)
• Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)
• On the convergence scheme in the CRR model (Q6169081) (← links)