Pages that link to "Item:Q475657"
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The following pages link to Numerical method of pricing discretely monitored barrier option (Q475657):
Displayed 4 items.
- A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option (Q896802) (← links)
- Fast quadrature methods for options with discrete dividends (Q1675932) (← links)
- Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)