Pages that link to "Item:Q1583144"

The following pages link to PDE methods for pricing barrier options (Q1583144):

Displaying 50 items.

• A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
• The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
• A boundary element method to price time-dependent double barrier options (Q426959) (← links)
• Computing survival probabilities based on stochastic differential models (Q464647) (← links)
• A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042) (← links)
• Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
• A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
• Numerical valuation of discrete double barrier options (Q847225) (← links)
• On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options (Q879424) (← links)
• American continuous-installment options of barrier type (Q890621) (← links)
• Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
• Adaptive \(\theta \)-methods for pricing American options (Q952094) (← links)
• A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
• Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
• Penalty methods for American options with stochastic volatility (Q1298615) (← links)
• Valuation of segregated funds: shout options with maturity extensions. (Q1413278) (← links)
• Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
• Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)
• Interacting waves of Davey-Stewartson III system (Q1659955) (← links)
• Early default risk and surrender risk: impacts on participating life insurance policies (Q1697211) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
• Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
• Finite maturity margin call stock loans (Q1785456) (← links)
• An integral equation approach for the valuation of American-style down-and-out calls with rebates (Q2006630) (← links)
• Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
• Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation (Q2051161) (← links)
• CDS pricing with fractional Hawkes processes (Q2060433) (← links)
• A class of fourth-order Padé schemes for fractional exotic options pricing model (Q2127533) (← links)
• Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
• Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
• Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279) (← links)
• Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
• An RBF-MFS model for analysing thermal behaviour of skin tissues (Q2379466) (← links)
• Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (Q2470180) (← links)
• An iterative splitting method for pricing European options under the Heston model (Q2660110) (← links)
• A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
• A boundary element approach to barrier option pricing in Black–Scholes framework (Q2804924) (← links)
• THE BINOMIAL INTERPOLATED LATTICE METHOD FOR STEP DOUBLE BARRIER OPTIONS (Q2929371) (← links)
• Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741) (← links)
• Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps (Q3460257) (← links)
• A fourth-order smoothing scheme for pricing barrier options under stochastic volatility (Q3636740) (← links)
• BARRIER OPTION PRICING BY BRANCHING PROCESSES (Q3655557) (← links)
• A finite element approach to the pricing of discrete lookbacks with stochastic volatility (Q4541570) (← links)
• A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
• Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data (Q4680486) (← links)
• Pricing Discrete European Barrier Options Using Lattice Random Walks (Q4825513) (← links)
• CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (Q4906512) (← links)
• Analytical pricing of single barrier options under local volatility models (Q5001176) (← links)
• A stochastic local volatility technique for TARN options (Q5030544) (← links)