Pages that link to "Item:Q4906521"
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The following pages link to VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521):
Displayed 10 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications (Q2794727) (← links)
- METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
- Maximal varieties and the local Langlands correspondence for 𝐺𝐿(𝑛) (Q3450266) (← links)
- Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
- Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
- CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (Q4906512) (← links)
- ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515) (← links)
- DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (Q5411740) (← links)