Pages that link to "Item:Q2488504"
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The following pages link to An exact analytical solution for discrete barrier options (Q2488504):
Displayed 19 items.
- Pricing exotic derivatives exploiting structure (Q299917) (← links)
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
- Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
- Numerical valuation of discrete double barrier options (Q847225) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- Option pricing, maturity randomization and distributed computing (Q991134) (← links)
- Pricing discrete barrier options under stochastic volatility (Q1929151) (← 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)
- Pricing financial claims contingent upon an underlying asset monitored at discrete times (Q2476662) (← links)
- PRICING AND DELTAS OF DISCRETELY-MONITORED BARRIER OPTIONS USING STRATIFIED SAMPLING ON THE HITTING-TIMES TO THE BARRIER (Q2786033) (← links)
- A weak approximation for the Wiener–Hopf factorization (Q2813510) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- A Closed-Form Formula for an Option with Discrete and Continuous Barriers (Q3083786) (← links)
- A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options (Q3445892) (← links)
- THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256) (← links)
- Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model (Q4976503) (← links)
- On the commutative factorization of <i>n</i> × <i>n</i> matrix Wiener–Hopf kernels with distinct eigenvalues (Q5438808) (← links)