Pages that link to "Item:Q4811561"
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The following pages link to Multi‐asset barrier options and occupation time derivatives (Q4811561):
Displayed 10 items.
- The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
- Some sequential boundary crossing results for geometric Brownian motion and their applications in financial engineering (Q420141) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- Pricing external barrier options in a regime-switching model (Q1657586) (← links)
- American barrier option pricing formulas for currency model in uncertain environment (Q2121207) (← links)
- A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
- Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
- Pricing barrier options under stochastic volatility framework (Q2440325) (← links)
- Optimal control of European double barrier basket options (Q3087040) (← links)
- (Q5027046) (← links)