Pages that link to "Item:Q1979080"

The following pages link to Pricing double barrier options using Laplace transforms (Q1979080):

Displaying 44 items.

• Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
• Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
• Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
• A note on first-passage times of continuously time-changed Brownian motion (Q654495) (← links)
• Pricing double-barrier options under a flexible jump diffusion model (Q833566) (← links)
• Review and implementation of cure models based on first hitting times for Wiener processes (Q841061) (← links)
• Pricing derivatives with barriers in a stochastic interest rate environment (Q844767) (← links)
• Numerical valuation of discrete double barrier options (Q847225) (← links)
• Double-sided Parisian option pricing (Q964673) (← links)
• Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
• Valuing time-dependent CEV barrier options (Q1040026) (← links)
• Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631) (← links)
• Valuation of American strangles through an optimized lower-upper bound approach (Q1655917) (← links)
• A hybrid finite difference method for pricing two-asset double barrier options (Q1666349) (← links)
• Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
• Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) (← 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 Legendre multiwavelet (Q2406310) (← links)
• Local time and the pricing of path-dependent options (Q2430252) (← links)
• Spectral binomial tree: new algorithms for pricing barrier options (Q2448315) (← links)
• A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
• Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
• HEDGING DOUBLE BARRIERS WITH SINGLES (Q3023924) (← links)
• DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929) (← links)
• American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729) (← links)
• Barrier option pricing: a hybrid method approach (Q3395743) (← links)
• PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS (Q3523603) (← links)
• THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256) (← links)
• A DYNAMIC APPROACH TO THE MODELING OF CORRELATION CREDIT DERIVATIVES USING MARKOV CHAINS (Q3632193) (← links)
• Double barrier option under regime-switching exponential mean-reverting process (Q3636733) (← links)
• Application of the spectral theory and perturbation theory to the study of Ornstein-Uhlenbeck processes (Q4633469) (← links)
• THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
• Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model (Q4683115) (← links)
• VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521) (← links)
• Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model (Q5014522) (← links)
• (Q5027046) (← links)
• A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1) (Q5078109) (← links)
• PRICING DOUBLE BARRIER OPTIONS ON HOMOGENEOUS DIFFUSIONS: A NEUMANN SERIES OF BESSEL FUNCTIONS REPRESENTATION (Q5242954) (← links)
• Option pricing and Greeks via a moving least square meshfree method (Q5247232) (← links)
• (Q5862234) (← links)
• A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes (Q6140451) (← links)
• Noncausal affine processes with applications to derivative pricing (Q6146675) (← links)
• Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)
• On the convergence scheme in the CRR model (Q6169081) (← links)