Design of green bonds by double-barrier options
DOI10.3934/DCDSS.2020110zbMATH Open1443.91304OpenAlexW2971680893WikidataQ127231384 ScholiaQ127231384MaRDI QIDQ2182829FDOQ2182829
Authors: Zhuo Yang, Shuhua Zhang, Song Wang 
Publication date: 26 May 2020
Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdss.2020110
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Derivative securities (option pricing, hedging, etc.) (91G20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)
Cites Work
- The pricing of options and corporate liabilities
- Title not available (Why is that?)
- Option pricing when underlying stock returns are discontinuous
- Multinomial Approximating Models for Options with k State Variables
- Analysis of quadrature methods for pricing discrete barrier options
- An exact analytical solution for discrete barrier options
- Title not available (Why is that?)
- ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM
- Pricing double-barrier options under a flexible jump diffusion model
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model
- Pricing inflation-linked bonds
Cited In (1)
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