Pages that link to "Item:Q724078"

The following pages link to Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078):

Displaying 12 items.

• A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
• Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
• Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates (Q2040431) (← links)
• Optimal harvesting under marine reserves and uncertain environment (Q2140306) (← links)
• Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
• American step options (Q2282524) (← links)
• Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063) (← links)
• An iterative splitting method for pricing European options under the Heston model (Q2660110) (← links)
• A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
• A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
• Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)
• Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)