Pages that link to "Item:Q2488504"

The following pages link to An exact analytical solution for discrete barrier options (Q2488504):

Displaying 29 items.

• Pricing exotic derivatives exploiting structure (Q299917) (← links)
• Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
• Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
• Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
• Numerical valuation of discrete double barrier options (Q847225) (← links)
• Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
• Option pricing, maturity randomization and distributed computing (Q991134) (← links)
• An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
• Pricing discrete barrier options under stochastic volatility (Q1929151) (← links)
• Numerical method for discrete double barrier option pricing with time-dependent parameters (Q2006488) (← links)
• A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
• Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
• A simple and efficient numerical method for pricing discretely monitored early-exercise options (Q2113697) (← links)
• Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
• A new concept of reliability system and applications in finance (Q2150787) (← links)
• A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
• Design of green bonds by double-barrier options (Q2182829) (← links)
• A numerical method for pricing discrete double barrier option by Chebyshev polynomials (Q2184388) (← links)
• Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
• Efficient and fast numerical method for pricing discrete double barrier option by projection method (Q2401999) (← links)
• A numerical method for pricing discrete double barrier option by Legendre multiwavelet (Q2406310) (← links)
• One-dimensional reflection by a semi-infinite periodic row of scatterers (Q2420978) (← links)
• Pricing financial claims contingent upon an underlying asset monitored at discrete times (Q2476662) (← links)
• PRICING AND DELTAS OF DISCRETELY-MONITORED BARRIER OPTIONS USING STRATIFIED SAMPLING ON THE HITTING-TIMES TO THE BARRIER (Q2786033) (← links)
• A weak approximation for the Wiener–Hopf factorization (Q2813510) (← links)
• <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
• A Closed-Form Formula for an Option with Discrete and Continuous Barriers (Q3083786) (← links)
• On the commutative factorization of <i>n</i> × <i>n</i> matrix Wiener–Hopf kernels with distinct eigenvalues (Q5438808) (← links)
• A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes (Q6140451) (← links)