Pages that link to "Item:Q4345935"
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The following pages link to Pricing Options With Curved Boundaries<sup>1</sup> (Q4345935):
Displayed 50 items.
- Some sequential boundary crossing results for geometric Brownian motion and their applications in financial engineering (Q420141) (← links)
- A boundary element method to price time-dependent double barrier options (Q426959) (← links)
- Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
- Unbiased and efficient Greeks of financial options (Q483704) (← links)
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← 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)
- Analytic crossing probabilities for certain barriers by Brownian motion (Q939076) (← links)
- On valuation of derivative securities: A Lie group analytical approach. (Q954574) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Valuing time-dependent CEV barrier options (Q1040026) (← links)
- PDE methods for pricing barrier options (Q1583144) (← links)
- Pricing foreign exchange options under intervention by absorption modeling (Q1627677) (← links)
- Valuation of American strangles through an optimized lower-upper bound approach (Q1655917) (← links)
- Pricing external barrier options in a regime-switching model (Q1657586) (← links)
- A hybrid finite difference method for pricing two-asset double barrier options (Q1666349) (← links)
- Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719) (← links)
- Pricing down-and-out power options with exponentially curved barrier (Q1713232) (← links)
- Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
- On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706) (← links)
- Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
- Very fast algorithms for implied barriers and moving-barrier options pricing (Q2104341) (← links)
- Outside barrier lookback options with floating strike (Q2132059) (← links)
- On the pricing of exotic options: a new closed-form valuation approach (Q2213572) (← links)
- A domain-theoretic approach to Brownian motion and general continuous stochastic processes (Q2402275) (← 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)
- An alternative approach to modelling relapse in cancer with an application to adenocarcinoma of the prostate (Q2488639) (← links)
- Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk (Q2667616) (← links)
- PRICING CHAINED OPTIONS WITH CURVED BARRIERS (Q2851563) (← links)
- THE BINOMIAL INTERPOLATED LATTICE METHOD FOR STEP DOUBLE BARRIER OPTIONS (Q2929371) (← links)
- HEDGING DOUBLE BARRIERS WITH SINGLES (Q3023924) (← links)
- DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929) (← links)
- Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals (Q3121475) (← 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 Lookback Options with Knock‐out Boundaries (Q3424332) (← links)
- Barrier options and their static hedges: simple derivations and extensions (Q3437386) (← links)
- Pricing options with Green's functions when volatility, interest rate and barriers depend on time (Q3498560) (← links)
- CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION (Q3523510) (← links)
- LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS (Q3523560) (← links)
- PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS (Q3523603) (← links)
- COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY (Q3523604) (← links)
- Double barrier option under regime-switching exponential mean-reverting process (Q3636733) (← links)