Pages that link to "Item:Q1583156"

The following pages link to The valuation of American barrier options using the decomposition technique (Q1583156):

Displaying 34 items.

• The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
• Analytic solution for American barrier options with two barriers (Q458329) (← 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)
• Valuation of American partial barrier options (Q744405) (← links)
• American Parisian options (Q881414) (← links)
• American continuous-installment options of barrier type (Q890621) (← links)
• Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396) (← links)
• Hedging using simulation: a least squares approach (Q956433) (← links)
• A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
• A general framework for evaluating executive stock options (Q1027368) (← links)
• PDE methods for pricing barrier options (Q1583144) (← links)
• Using forward Monte-Carlo simulation for the valuation of American barrier options (Q1639295) (← links)
• A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
• Finite maturity margin call stock loans (Q1785456) (← links)
• An efficient algorithm for Bermudan barrier option pricing (Q1931135) (← links)
• An integral equation approach for the valuation of American-style down-and-out calls with rebates (Q2006630) (← links)
• American barrier option pricing formulas for currency model in uncertain environment (Q2121207) (← links)
• Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
• A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
• American chooser options (Q2271613) (← links)
• Pricing Parisian down-and-in options (Q2344418) (← links)
• Pricing barrier options under stochastic volatility framework (Q2440325) (← links)
• Convergence of option rewards for multivariate price processes (Q2849283) (← links)
• American option valuation using first-passage densities (Q2871435) (← links)
• Pricing options with Green's functions when volatility, interest rate and barriers depend on time (Q3498560) (← links)
• Optimal Stopping and Reselling of European Options (Q4562221) (← links)
• Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
• Laplace transforms and American options (Q4784303) (← links)
• Exercise Regions And Efficient Valuation Of American Lookback Options (Q4827313) (← links)
• (Q5027046) (← links)
• Analytic solutions for American partial barrier options by exponential barriers (Q5208536) (← links)
• THE BRITISH KNOCK-OUT PUT OPTION (Q5249750) (← links)
• AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS (Q5369444) (← links)