Analytic solutions for American partial barrier options by exponential barriers
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Publication:5208536
DOI10.11568/KJM.2017.25.2.229zbMATH Open1474.91203OpenAlexW2733034215MaRDI QIDQ5208536FDOQ5208536
Authors: Chulhan Bae, Doobae Jun 
Publication date: 8 January 2020
Full work available at URL: http://journal.kkms.org/index.php/kjm/article/view/537/366
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Cites Work
- Optimal Stopping and the American Put
- Pricing and hedging power options
- On the rate of convergence of the binomial tree scheme for American options
- ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
- A simple iterative method for the valuation of American options
- The valuation of American barrier options using the decomposition technique
- Valuation of American partial barrier options
Cited In (3)
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