The following pages link to (Q3075650):
Displayed 9 items.
- Valuation of employee stock options using the exercise multiple approach and life tables (Q320251) (← links)
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- Valuing vulnerable geometric Asian options (Q2006638) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- Outside barrier lookback options with floating strike (Q2132059) (← links)
- An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865) (← links)
- Asymptotic approach to the pricing of geometric Asian options under the CEV model (Q2410444) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)