scientific article; zbMATH DE number 6907833
From MaRDI portal
Publication:3175629
Recommendations
- scientific article; zbMATH DE number 2042813
- Pricing discrete barrier options under stochastic volatility
- An exact analytical solution for discrete barrier options
- Analysis of quadrature methods for pricing discrete barrier options
- An explicit finite difference approach to the pricing of barrier options
- Numerical method of pricing discretely monitored barrier option
- Pricing barrier stock options with discrete dividends by approximating analytical formulae
- scientific article; zbMATH DE number 5135018
- Barrier option pricing: a hybrid method approach
- An analytical approximation method for pricing barrier options under the double Heston model
Cited in
(13)- An actuarial approach to pricing barrier options
- Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions
- Pricing European discrete barrier option based on Bates model
- Analytic solutions for American partial barrier options by exponential barriers
- scientific article; zbMATH DE number 2042813 (Why is no real title available?)
- scientific article; zbMATH DE number 6520816 (Why is no real title available?)
- Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm
- Pricing early-exercise and discrete barrier options by Shannon wavelet expansions
- An explicit analytic formula for pricing barrier options with regime switching
- Numerical method of pricing discretely monitored barrier option
- The pricing of discrete barrier power option
- An exact analytical solution for discrete barrier options
- A closed-form formula for an option with discrete and continuous barriers
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3175629)
