Pages that link to "Item:Q5001176"
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The following pages link to Analytical pricing of single barrier options under local volatility models (Q5001176):
Displaying 3 items.
- An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
- Static replication of barrier-type options via integral equations (Q4991074) (← links)
- AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
