Valuation of American partial barrier options
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Publication:744405
Recommendations
- CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS
- The valuation of American barrier options using the decomposition technique
- On the valuation of American options
- PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD
- Asymptotics of American barrier option pricing
- Valuation of American Options via Basis Functions
- Valuation of American continuous-installment put options
- Modified barrier penalization method for pricing American options
- Approximations for the values of american options
Cites work
- scientific article; zbMATH DE number 1999206 (Why is no real title available?)
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
- Optimal Stopping and the American Put
- Option pricing: A simplified approach
- PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
- Pricing Options With Curved Boundaries1
- Pricing and hedging power options
- The valuation of American barrier options using the decomposition technique
- Valuing American options by simulation: a simple least-squares approach
- Window double barrier options
Cited in
(9)- A barrier option of American type
- Valuation formulae for window barrier options
- The valuation of American barrier options using the decomposition technique
- Analytic solutions for American partial barrier options by exponential barriers
- valuation of options on joint minima and maxima
- EPV-operators in barrier option with a simple time dependent barrier
- CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS
- Analytical Approximate Solutions to American Barrier and Lookback Option Values
- Analytic solution for American barrier options with two barriers
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