Pages that link to "Item:Q847225"

The following pages link to Numerical valuation of discrete double barrier options (Q847225):

Displaying 12 items.

• Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
• Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
• Numerical method for discrete double barrier option pricing with time-dependent parameters (Q2006488) (← links)
• Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
• Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
• A numerical method for pricing discrete double barrier option by Chebyshev polynomials (Q2184388) (← links)
• Efficient and fast numerical method for pricing discrete double barrier option by projection method (Q2401999) (← links)
• A numerical method for pricing discrete double barrier option by Legendre multiwavelet (Q2406310) (← links)
• A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
• (Q4647038) (← links)
• A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes (Q6140451) (← links)
• Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)