The following pages link to (Q4450668):
Displayed 9 items.
- Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Improving Brownian approximations for boundary crossing problems (Q1940752) (← links)
- Fast and accurate pricing of discretely monitored barrier options by numerical path integration (Q2461660) (← links)
- Pricing financial claims contingent upon an underlying asset monitored at discrete times (Q2476662) (← links)
- PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH (Q3521283) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)