Valuation of American partial barrier options
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Publication:744405
DOI10.1007/S11147-012-9081-1zbMATH Open1296.91264OpenAlexW2025228508MaRDI QIDQ744405FDOQ744405
Authors: Doobae Jun, Hyejin Ku 
Publication date: 25 September 2014
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-012-9081-1
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Cites Work
- Title not available (Why is that?)
- Optimal Stopping and the American Put
- Title not available (Why is that?)
- PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Option pricing: A simplified approach
- Pricing and hedging power options
- ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
- The valuation of American barrier options using the decomposition technique
- Window double barrier options
- Pricing Options With Curved Boundaries1
Cited In (8)
- Valuation formulae for window barrier options
- The valuation of American barrier options using the decomposition technique
- CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS
- Analytical Approximate Solutions to American Barrier and Lookback Option Values
- A barrier option of American type
- Analytic solutions for American partial barrier options by exponential barriers
- Analytic solution for American barrier options with two barriers
- valuation of options on joint minima and maxima
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