scientific article; zbMATH DE number 1783879

MaRDI QIDQ4546254zbMATH OpenFDO

Authors Kunio Hanada, Toshikazu Kimura

Publication date 19 August 2002

Mathematics Subject Classification ID

Recommendations

• Pricing Lookback Options with Knock‐out Boundaries
• On pricing exponential square root barrier knockout European options
• A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries
• Early exercise boundaries for American-style knock-out options
• The British knock-out put option

Cited in

(6)

• On pricing exponential square root barrier knockout European options
• A simple and fast method for valuing American knock-out options with rebates
• Pricing Lookback Options with Knock‐out Boundaries
• Pricing Options With Curved Boundaries¹
• THE PRICING OF OPTIONS WITH STOCHASTIC BOUNDARIES IN A GAUSSIAN ECONOMY
• THE PRICING OF OPTIONS WITH STOCHASTIC BOUNDARIES IN A GAUSSIAN ECONOMY

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